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V-Lab

Burberry Group PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:45.79% (-2.07%)
Analysis last updated: Saturday, February 7, 2026 at 01:14 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Burberry Group PLC S0GARCH
paramt-stat
ω1.56156.43
α0.11355.62
β0.770620.71
γ10.04860.44
γ20.25541.47
γ3-0.6015-4.61
γ40.42693.69
γ5-0.2593-1.75
γ60.28601.57
γ7-0.1673-1.04
γ8-0.0939-0.69
γ90.23882.11
γ10-0.2097-2.64
Estimation Period:
Jul 11, 2002 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts