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V-Lab

Burberry Group PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:42.39% (-2.19%)
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 SGARCH
paramt-stat
ω1.54246.39
α0.11255.62
β0.772320.88
γ10.03090.28
γ20.28861.65
γ3-0.6334-4.83
γ40.45773.96
γ5-0.2847-1.93
γ60.30351.67
γ7-0.1735-1.07
γ8-0.1032-0.73
γ90.27111.87
γ10-0.2965-1.35
Estimation Period:
Jul 11, 2002 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts