This depends on what setting server has for history. Group chat history is not saved locally. Server sends it when a client joins a room. If your server doesn’t save history, when you can’t access it.
If you are using Openfire as your server, then in Admin Console go to Group Chat > Group Chat Settings > press on your group chat service name (default: conference) > History Settings. You should also check Room Administration menu, click on room’s name and check if Log Room Conversations setting is checked.