V-Lab
Marks & Spencer Group PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:27.02% (+0.49%)
Analysis last updated: Saturday, May 11, 2024 at 01:14 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9752 | 4.17 | |
| 0.0458 | 39.22 | |
| 0.9949 | 837.48 | |
| 5 | 10.97 |
Estimation Period:
Jan 1, 1990 to May 3, 2024
Jan 1, 1990 to May 3, 2024
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