Marks & Spencer Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.94% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0132 | 9.11 | |
| 0.0113 | 13.34 | |
| 0.9718 | 965.09 | |
| 0.0288 | 12.23 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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