V-Lab: Tesco PLC GAS-GARCH Student T Volatility Analysis

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V-Lab

Tesco PLC GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:20.16% (-0.73%)

Analysis last updated: Saturday, April 27, 2024 at 08:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.6373	5.26
$α$	0.0556	23.58
$β$	0.9887	446.36
$ν$	6	5.27

Estimation Period:
Jan 1, 1990 to Apr 26, 2024