Marks & Spencer Group PLC EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:27.47% (+0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0105 | 6.37 | |
| 0.0688 | 29.11 | |
| 0.9952 | 1,739.83 | |
| -0.0308 | -10.07 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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