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V-Lab

Burberry Group PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:50.61% (+5.77%)
Analysis last updated: Sunday, February 8, 2026 at 03:41 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Burberry Group PLC S0GARCH
paramt-stat
ω1.55436.42
α0.11315.61
β0.771120.72
γ10.04450.40
γ20.26161.50
γ3-0.6047-4.64
γ40.42893.71
γ5-0.2611-1.76
γ60.28811.58
γ7-0.1691-1.05
γ8-0.0927-0.68
γ90.23812.11
γ10-0.2088-2.66
Estimation Period:
Jul 11, 2002 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts