Tesco Plc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:27.77% (+2.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3429 | 15.07 | |
| 0.0433 | 9.18 | |
| 0.8028 | 84.02 | |
| 0.1577 | 9.03 |
Estimation Period:
Aug 3, 2010 to Feb 6, 2026
Aug 3, 2010 to Feb 6, 2026
News Impact Curve
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