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V-Lab

Burford Capital Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:46.68% (-0.69%)
Analysis last updated: Saturday, February 14, 2026 at 01:10 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Burford Capital Ltd SGARCH
paramt-stat
ω0.32293.04
α0.13264.87
β0.712211.44
γ1-0.4556-1.01
γ20.62760.96
γ30.14580.37
γ4-0.7335-2.02
γ50.61741.44
γ6-0.6244-1.41
γ70.96672.50
γ8-1.0742-2.42
γ91.18542.15
Estimation Period:
Oct 21, 2009 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts