V-Lab: Burberry Group PLC GAS-GARCH Student T Volatility Analysis

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V-Lab

Burberry Group PLC GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:26.99% (-0.66%)

Analysis last updated: Friday, May 3, 2024 at 03:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	10.5945	5.96
$α$	0.0517	62.76
$β$	0.9974	2747.65
$ν$	5	23.96

Estimation Period:
Jul 11, 2002 to Apr 26, 2024