V-Lab: Marks & Spencer Group PLC AGARCH Volatility Analysis

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V-Lab

Marks & Spencer Group PLC AGARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:26.86% (-0.35%)

Analysis last updated: Friday, May 3, 2024 at 03:32 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0017	0.64
$α$	0.0342	33.89
$β$	0.9621	897.44
$γ$	0.7123	13.03

Estimation Period:
Jan 1, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts