V-Lab: Tesco PLC GAS-GARCH Student T Volatility Analysis

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V-Lab

Tesco PLC GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:20.53% (+1.48%)

Analysis last updated: Wednesday, May 8, 2024 at 09:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.6353	5.28
$α$	0.0555	23.67
$β$	0.9887	447.99
$ν$	6	5.29

Estimation Period:
Jan 1, 1990 to May 3, 2024