Burberry Group PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:35.60% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5445 | 6.41 | |
| 0.1123 | 5.58 | |
| 0.7721 | 20.79 | |
| 0.0339 | 0.31 | |
| 0.2828 | 1.62 | |
| -0.6281 | -4.82 | |
| 0.4525 | 3.95 | |
| -0.2775 | -1.90 | |
| 0.2958 | 1.64 | |
| -0.1690 | -1.05 | |
| -0.1066 | -0.76 | |
| 0.2800 | 1.96 | |
| -0.3240 | -1.48 |
Estimation Period:
Jul 11, 2002 to Feb 13, 2026
Jul 11, 2002 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Burberry Group PLC Analyses
Other Spline-GARCH Analyses on International Equities