Tesco PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.42% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0155 | 7.81 | |
| 0.0872 | 34.33 | |
| 0.9877 | 1,173.05 | |
| -0.0517 | -19.97 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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