V-Lab
Marks & Spencer Group PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:36.81% (-1.91%)
Analysis last updated: Saturday, April 27, 2024 at 08:28 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8478 | 7.69 | |
| 0.1298 | 4.81 | |
| 0.7418 | 18.57 | |
| -0.0737 | -1.91 | |
| 0.1997 | 3.49 | |
| -0.1848 | -4.53 | |
| -0.0318 | -0.88 | |
| 0.2606 | 6.65 | |
| -0.3266 | -6.31 | |
| 0.2405 | 4.26 | |
| -0.0872 | -1.48 | |
| 0.0023 | 0.04 | |
| -0.0130 | -0.35 |
Estimation Period:
Jan 1, 1990 to Apr 26, 2024
Jan 1, 1990 to Apr 26, 2024
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