Lloyds Banking Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.15% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0368 | 15.28 | |
| 0.0529 | 15.23 | |
| 0.9192 | 440.44 | |
| 0.0475 | 8.82 |
Estimation Period:
Dec 28, 1995 to Feb 6, 2026
Dec 28, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Lloyds Banking Group PLC Analyses
Other GJR-GARCH Analyses on International Equities