V-Lab
V-Lab

Burberry Group PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:31.93% (+0.17%)

Analysis last updated: Wednesday, March 27, 2024 at 09:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Burberry Group PLC SGARCH
paramt-stat
ω1.52316.23
α0.10745.94
β0.769819.86
γ1-0.0593-0.46
γ20.47632.33
γ3-0.7801-5.03
γ40.58173.84
γ5-0.5033-2.72
γ60.55863.37
γ7-0.3757-2.92
γ80.17801.21
γ9-0.2269-1.48
γ100.34731.70
Estimation Period:
Jul 11, 2002 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts