Tesco PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.95% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0295 | 11.25 | |
| 0.8718 | 131.39 | |
| 0.0836 | 17.83 | |
| 0.0165 | 3.40 | |
| 0.0226 | 3.51 | |
| 0.9713 | 120.24 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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