V-Lab: Tesco PLC Spline-GARCH Volatility Analysis

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V-Lab

Tesco PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:22.45% (-1.15%)

Analysis last updated: Saturday, April 27, 2024 at 08:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6558	7.70
$α$	0.0837	7.76
$β$	0.8541	49.27
$γ_{1}$	-0.1679	-4.28
$γ_{2}$	0.2558	4.28
$γ_{3}$	-0.1224	-2.51
$γ_{4}$	-0.0297	-0.64
$γ_{5}$	0.1784	4.12
$γ_{6}$	-0.2110	-3.37
$γ_{7}$	0.2052	2.12
$γ_{8}$	-0.2179	-2.06
$γ_{9}$	0.1434	1.57
$γ_{10}$	-0.0150	-0.15

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts