V-Lab
Tesco PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:23.08% (-0.60%)
Analysis last updated: Saturday, May 4, 2024 at 04:51 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0391 | 19.84 | |
| 0.0249 | 15.32 | |
| 0.9325 | 505.44 | |
| 0.0603 | 15.77 |
Estimation Period:
Jan 1, 1990 to Apr 26, 2024
Jan 1, 1990 to Apr 26, 2024