V-Lab
V-Lab

Tesco PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:16.83% (-0.46%)

Analysis last updated: Thursday, March 28, 2024 at 07:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tesco PLC S0GARCH
paramt-stat
ω0.69397.93
α0.08207.78
β0.858752.26
γ1-0.1437-3.58
γ20.21983.59
γ3-0.1054-2.11
γ4-0.0338-0.71
γ50.17103.79
γ6-0.1965-2.97
γ70.18971.89
γ8-0.2034-1.92
γ90.13021.59
γ10-0.0158-0.33
Estimation Period:
Jan 1, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts