Tesco PLC AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:23.29% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0205 | 7.85 | |
| 0.0585 | 38.03 | |
| 0.9245 | 477.76 | |
| 0.7086 | 18.81 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
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