Tesco PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:23.98% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7437 | 8.12 | |
| 0.0849 | 8.24 | |
| 0.8609 | 54.14 | |
| -0.1029 | -3.34 | |
| 0.1805 | 3.87 | |
| -0.1695 | -5.12 | |
| 0.1562 | 4.18 | |
| -0.0898 | -1.93 | |
| 0.0722 | 1.23 | |
| -0.1192 | -1.97 | |
| 0.1111 | 2.24 | |
| -0.0415 | -1.28 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Zero Slope Spline-GARCH Analyses on International Equities