Tesco PLC EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:21.92% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0155 | 7.83 | |
| 0.0873 | 34.33 | |
| 0.9877 | 1,173.04 | |
| -0.0516 | -19.92 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
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