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V-Lab

Marks & Spencer Group PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:41.51% (+4.86%)

Analysis last updated: Wednesday, March 27, 2024 at 08:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Marks & Spencer Group PLC S0GARCH
paramt-stat
ω0.86707.91
α0.13124.80
β0.739518.32
γ1-0.0684-1.80
γ20.19143.38
γ3-0.1778-4.38
γ4-0.0405-1.13
γ50.26916.80
γ6-0.3328-6.37
γ70.24414.32
γ8-0.0913-1.56
γ90.01020.18
γ10-0.0214-0.58
Estimation Period:
Jan 1, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts