V-Lab
Tesco PLC GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:25.46% (-0.80%)
Analysis last updated: Saturday, April 20, 2024 at 09:01 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0515 | 17.25 | |
| 0.0669 | 36.44 | |
| 0.9156 | 401.21 |
Estimation Period:
Jan 1, 1990 to Apr 19, 2024
Jan 1, 1990 to Apr 19, 2024