V-Lab
Marks & Spencer Group PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:34.60% (-1.30%)
Analysis last updated: Thursday, April 18, 2024 at 06:46 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8626 | 7.85 | |
| 0.1305 | 4.82 | |
| 0.7416 | 18.57 | |
| -0.0701 | -1.84 | |
| 0.1940 | 3.42 | |
| -0.1801 | -4.44 | |
| -0.0369 | -1.03 | |
| 0.2650 | 6.75 | |
| -0.3297 | -6.36 | |
| 0.2423 | 4.30 | |
| -0.0888 | -1.51 | |
| 0.0049 | 0.08 | |
| -0.0156 | -0.42 |
Estimation Period:
Jan 1, 1990 to Apr 12, 2024
Jan 1, 1990 to Apr 12, 2024
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