Tesco Corp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0308 | 8.23 | |
| 0.0694 | 21.16 | |
| 0.9883 | 1,030.59 | |
| -0.0455 | -17.03 |
Estimation Period:
Dec 3, 1996 to Dec 8, 2017
Dec 3, 1996 to Dec 8, 2017
News Impact Curve
Volatility Forecasts
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