Tesco PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:20.16% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0297 | 11.33 | |
| 0.8722 | 131.75 | |
| 0.0831 | 17.77 | |
| 0.0167 | 3.40 | |
| 0.0226 | 3.50 | |
| 0.9712 | 119.44 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
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