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Tesco PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:21.33% (-0.88%)
Analysis last updated: Saturday, February 21, 2026 at 12:47 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tesco PLC S0GARCH
paramt-stat
ω0.74378.12
α0.08498.24
β0.860954.14
γ1-0.1029-3.34
γ20.18053.87
γ3-0.1695-5.12
γ40.15624.18
γ5-0.0898-1.93
γ60.07221.23
γ7-0.1192-1.97
γ80.11112.24
γ9-0.0415-1.28
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts