Tesco PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.60% (+0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5865 | 5.37 | |
| 0.0550 | 24.89 | |
| 0.9886 | 443.92 | |
| 5.9623 | 5.83 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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