Marks & Spencer Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:25.31% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0132 | 9.11 | |
| 0.0113 | 13.32 | |
| 0.9718 | 965.08 | |
| 0.0288 | 12.25 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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