V-Lab
Marks & Spencer Group PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:22.44% (+0.81%)
Analysis last updated: Saturday, May 11, 2024 at 01:13 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7988 | 7.97 | |
| 0.1440 | 4.55 | |
| 0.6787 | 13.25 | |
| -0.1007 | -2.70 | |
| 0.2377 | 4.34 | |
| -0.1965 | -5.16 | |
| -0.0389 | -1.17 | |
| 0.2819 | 7.91 | |
| -0.3570 | -7.64 | |
| 0.2771 | 5.40 | |
| -0.1392 | -2.58 | |
| 0.1069 | 1.86 | |
| -0.2962 | -4.15 |
Estimation Period:
Jan 1, 1990 to May 3, 2024
Jan 1, 1990 to May 3, 2024
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