V-Lab
Tesco PLC EGARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:20.65% (-0.27%)
Analysis last updated: Friday, May 3, 2024 at 03:51 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0140 | 6.88 | |
| 0.0830 | 35.09 | |
| 0.9892 | 1234.91 | |
| -0.0490 | -19.21 |
Estimation Period:
Jan 1, 1990 to Apr 26, 2024
Jan 1, 1990 to Apr 26, 2024