V-Lab
Marks & Spencer Group PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:24.90% (-2.94%)
Analysis last updated: Saturday, April 27, 2024 at 08:27 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8017 | 7.99 | |
| 0.1440 | 4.55 | |
| 0.6800 | 13.32 | |
| -0.1005 | -2.70 | |
| 0.2374 | 4.33 | |
| -0.1955 | -5.11 | |
| -0.0414 | -1.24 | |
| 0.2848 | 7.91 | |
| -0.3588 | -7.60 | |
| 0.2778 | 5.37 | |
| -0.1400 | -2.59 | |
| 0.1088 | 1.90 | |
| -0.2929 | -4.12 |
Estimation Period:
Jan 1, 1990 to Apr 26, 2024
Jan 1, 1990 to Apr 26, 2024
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