Tesco PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:24.95% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6988 | 7.83 | |
| 0.0850 | 8.30 | |
| 0.8589 | 53.14 | |
| -0.1242 | -4.05 | |
| 0.2148 | 4.62 | |
| -0.1940 | -5.89 | |
| 0.1777 | 4.74 | |
| -0.1077 | -2.30 | |
| 0.0828 | 1.40 | |
| -0.1171 | -1.86 | |
| 0.0888 | 1.55 | |
| 0.0239 | 0.32 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
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