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Tesco PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:24.95% (-1.17%)
Analysis last updated: Saturday, February 7, 2026 at 12:53 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tesco PLC SGARCH
paramt-stat
ω0.69887.83
α0.08508.30
β0.858953.14
γ1-0.1242-4.05
γ20.21484.62
γ3-0.1940-5.89
γ40.17774.74
γ5-0.1077-2.30
γ60.08281.40
γ7-0.1171-1.86
γ80.08881.55
γ90.02390.32
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts