Tesco PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:21.88% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5950 | 5.39 | |
| 0.0552 | 24.89 | |
| 0.9885 | 442.89 | |
| 5.9698 | 5.83 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
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