Marks & Spencer Group Plc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.41% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0632 | 9.50 | |
| 0.0217 | 12.47 | |
| 0.9536 | 439.87 | |
| 0.0320 | 6.37 |
Estimation Period:
Jun 1, 2004 to Feb 6, 2026
Jun 1, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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