Skip to main content
V-Lab

Marks & Spencer Group PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.20% (-1.86%)
Analysis last updated: Sunday, February 8, 2026 at 03:49 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Marks & Spencer Group PLC S0GARCH
paramt-stat
ω0.90027.86
α0.11025.16
β0.792524.75
γ1-0.0481-1.35
γ20.17093.15
γ3-0.2227-5.33
γ40.09092.32
γ50.08842.52
γ6-0.1645-4.43
γ70.12662.82
γ80.00450.10
γ9-0.1329-2.53
γ100.12353.16
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts