V-Lab: Marks & Spencer Group PLC AGARCH Volatility Analysis

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V-Lab

Marks & Spencer Group PLC AGARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:25.40% (-0.48%)

Analysis last updated: Friday, April 19, 2024 at 07:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0018	0.67
$α$	0.0342	33.85
$β$	0.9620	896.59
$γ$	0.7097	12.98

Estimation Period:
Jan 1, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts