Burberry Group PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:45.79% (-2.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5615 | 6.43 | |
| 0.1135 | 5.62 | |
| 0.7706 | 20.71 | |
| 0.0486 | 0.44 | |
| 0.2554 | 1.47 | |
| -0.6015 | -4.61 | |
| 0.4269 | 3.69 | |
| -0.2593 | -1.75 | |
| 0.2860 | 1.57 | |
| -0.1673 | -1.04 | |
| -0.0939 | -0.69 | |
| 0.2388 | 2.11 | |
| -0.2097 | -2.64 |
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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