Burberry Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:42.82% (+0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1915 | 14.45 | |
| 0.0772 | 10.40 | |
| 0.8653 | 148.65 | |
| 0.0484 | 4.86 |
Estimation Period:
Jul 11, 2002 to Feb 6, 2026
Jul 11, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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