Tesco PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.49% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7400 | 8.09 | |
| 0.0850 | 8.24 | |
| 0.8605 | 53.91 | |
| -0.1045 | -3.39 | |
| 0.1824 | 3.90 | |
| -0.1699 | -5.11 | |
| 0.1558 | 4.13 | |
| -0.0891 | -1.90 | |
| 0.0716 | 1.21 | |
| -0.1181 | -1.93 | |
| 0.1091 | 2.18 | |
| -0.0396 | -1.22 |
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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