Tesco Plc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.46% (-1.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6640 | 4.69 | |
| 0.1308 | 3.46 | |
| 0.6573 | 6.07 | |
| -0.4310 | -1.44 | |
| 0.7878 | 1.92 | |
| -0.6461 | -3.73 | |
| 0.3186 | 2.33 | |
| 0.1307 | 0.93 | |
| -0.3582 | -2.59 | |
| 0.2919 | 2.11 | |
| -0.0908 | -0.90 |
Estimation Period:
Aug 3, 2010 to Feb 6, 2026
Aug 3, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Zero Slope Spline-GARCH Analyses on International Equities