Marks & Spencer Group PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.93% (-1.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8766 | 7.69 | |
| 0.1106 | 4.99 | |
| 0.7982 | 25.89 | |
| -0.0435 | -1.49 | |
| 0.1655 | 3.70 | |
| -0.2809 | -8.03 | |
| 0.2818 | 6.91 | |
| -0.1913 | -4.21 | |
| 0.0843 | 2.10 | |
| 0.0216 | 0.50 | |
| -0.0761 | -1.46 | |
| 0.0009 | 0.01 |
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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