Tesco PLC AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.59% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0201 | 7.73 | |
| 0.0582 | 38.04 | |
| 0.9249 | 480.71 | |
| 0.7113 | 18.87 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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