Tesco PLC GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.48% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0547 | 18.30 | |
| 0.0697 | 37.39 | |
| 0.9112 | 391.09 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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