Lloyds Banking Group PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.83% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.5744 | 4.77 | |
| 0.0682 | 66.59 | |
| 0.9968 | 1,610.38 | |
| 5.7637 | 16.47 |
Estimation Period:
Dec 28, 1995 to Feb 6, 2026
Dec 28, 1995 to Feb 6, 2026
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