Tesco PLC GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:23.49% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0547 | 18.29 | |
| 0.0697 | 37.38 | |
| 0.9113 | 391.45 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
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