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Marks & Spencer Group PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:23.60% (-1.28%)
Analysis last updated: Saturday, February 21, 2026 at 12:48 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Marks & Spencer Group PLC SGARCH
paramt-stat
ω0.87527.68
α0.11064.99
β0.798125.86
γ1-0.0438-1.50
γ20.16603.71
γ3-0.2811-8.04
γ40.28196.92
γ5-0.1913-4.22
γ60.08432.11
γ70.02160.50
γ8-0.0761-1.46
γ90.00090.01
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts