Marks & Spencer Group PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:25.15% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8948 | 7.76 | |
| 0.1098 | 5.16 | |
| 0.7943 | 25.05 | |
| -0.0492 | -1.38 | |
| 0.1727 | 3.17 | |
| -0.2247 | -5.36 | |
| 0.0942 | 2.39 | |
| 0.0844 | 2.39 | |
| -0.1606 | -4.33 | |
| 0.1237 | 2.76 | |
| 0.0063 | 0.14 | |
| -0.1353 | -2.59 | |
| 0.1262 | 3.24 |
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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