Tesco PLC AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:19.33% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0198 | 7.64 | |
| 0.0581 | 38.07 | |
| 0.9251 | 482.81 | |
| 0.7142 | 19.07 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
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