Tesco PLC GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:22.80% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0547 | 18.29 | |
| 0.0696 | 37.37 | |
| 0.9114 | 391.48 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
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