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Tesco Plc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.46% (-1.87%)
Analysis last updated: Saturday, February 7, 2026 at 09:57 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tesco Plc S0GARCH
paramt-stat
ω0.66404.69
α0.13083.46
β0.65736.07
γ1-0.4310-1.44
γ20.78781.92
γ3-0.6461-3.73
γ40.31862.33
γ50.13070.93
γ6-0.3582-2.59
γ70.29192.11
γ8-0.0908-0.90
Estimation Period:
Aug 3, 2010 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts