Marks & Spencer Group PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:23.60% (-1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8752 | 7.68 | |
| 0.1106 | 4.99 | |
| 0.7981 | 25.86 | |
| -0.0438 | -1.50 | |
| 0.1660 | 3.71 | |
| -0.2811 | -8.04 | |
| 0.2819 | 6.92 | |
| -0.1913 | -4.22 | |
| 0.0843 | 2.11 | |
| 0.0216 | 0.50 | |
| -0.0761 | -1.46 | |
| 0.0009 | 0.01 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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