Tesco Plc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.04% (-1.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6593 | 4.71 | |
| 0.1294 | 3.36 | |
| 0.6560 | 5.88 | |
| -0.4390 | -1.48 | |
| 0.8022 | 1.97 | |
| -0.6588 | -3.83 | |
| 0.3323 | 2.44 | |
| 0.1110 | 0.79 | |
| -0.3168 | -2.21 | |
| 0.1923 | 1.18 | |
| 0.1767 | 0.78 |
Estimation Period:
Aug 3, 2010 to Feb 6, 2026
Aug 3, 2010 to Feb 6, 2026
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