V-Lab: Marks & Spencer Group PLC MF2-GARCH Volatility Analysis

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V-Lab

Marks & Spencer Group PLC MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:26.55% (+0.41%)

Analysis last updated: Saturday, May 11, 2024 at 01:14 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1538	13.52
$β$	0.4910	20.25
$γ$	0.0108	0.79
$λ_{1}$	0.0107	1.01
$λ_{2}$	0.0259	2.45
$λ_{3}$	0.9718	77.91

Estimation Period:
Jan 1, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts