Tesco PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:18.64% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0155 | 7.82 | |
| 0.0871 | 34.32 | |
| 0.9877 | 1,173.07 | |
| -0.0518 | -20.01 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities