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V-Lab

Burberry Group PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.65% (+5.99%)
Analysis last updated: Sunday, February 8, 2026 at 03:40 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Burberry Group PLC SGARCH
paramt-stat
ω1.54056.39
α0.11225.61
β0.772720.89
γ10.03040.27
γ20.28931.65
γ3-0.6337-4.83
γ40.45793.96
γ5-0.2850-1.93
γ60.30401.67
γ7-0.1742-1.08
γ8-0.1022-0.72
γ90.26891.86
γ10-0.2894-1.33
Estimation Period:
Jul 11, 2002 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts