Marks & Spencer Group PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.20% (-1.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9002 | 7.86 | |
| 0.1102 | 5.16 | |
| 0.7925 | 24.75 | |
| -0.0481 | -1.35 | |
| 0.1709 | 3.15 | |
| -0.2227 | -5.33 | |
| 0.0909 | 2.32 | |
| 0.0884 | 2.52 | |
| -0.1645 | -4.43 | |
| 0.1266 | 2.82 | |
| 0.0045 | 0.10 | |
| -0.1329 | -2.53 | |
| 0.1235 | 3.16 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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