Burberry Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:41.48% (-2.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1923 | 14.46 | |
| 0.0775 | 10.40 | |
| 0.8648 | 147.86 | |
| 0.0484 | 4.85 |
Estimation Period:
Jul 11, 2002 to Jan 30, 2026
Jul 11, 2002 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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