Tesco PLC AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:20.16% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0203 | 7.88 | |
| 0.0581 | 38.04 | |
| 0.9251 | 482.31 | |
| 0.7061 | 18.74 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
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