V-Lab
Burberry Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:26.27% (-0.83%)
Analysis last updated: Tuesday, May 7, 2024 at 07:49 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1700 | 13.27 | |
| 0.0581 | 8.65 | |
| 0.8813 | 155.18 | |
| 0.0512 | 5.44 |
Estimation Period:
Jul 11, 2002 to May 3, 2024
Jul 11, 2002 to May 3, 2024
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