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Marks & Spencer Group PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:25.15% (-0.96%)
Analysis last updated: Saturday, February 21, 2026 at 11:47 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Marks & Spencer Group PLC S0GARCH
paramt-stat
ω0.89487.76
α0.10985.16
β0.794325.05
γ1-0.0492-1.38
γ20.17273.17
γ3-0.2247-5.36
γ40.09422.39
γ50.08442.39
γ6-0.1606-4.33
γ70.12372.76
γ80.00630.14
γ9-0.1353-2.59
γ100.12623.24
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts