Skip to main content
V-Lab

Marks & Spencer Group Plc Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:36.83% (-2.48%)
Analysis last updated: Tuesday, February 10, 2026 at 08:36 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Marks & Spencer Group Plc SGARCH
paramt-stat
ω0.62686.71
α0.13846.13
β0.678410.98
γ10.16532.03
γ2-0.3707-2.81
γ30.31103.39
γ4-0.1024-1.48
γ5-0.0430-0.64
γ60.14352.09
γ7-0.2830-3.74
γ80.33082.87
Estimation Period:
Jun 1, 2004 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts