Lloyds Banking Group PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.56% (-2.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0637 | 18.47 | |
| 0.8586 | 156.42 | |
| 0.0649 | 12.02 | |
| 0.0238 | 6.85 | |
| 0.0455 | 5.13 | |
| 0.9498 | 97.30 |
Estimation Period:
Dec 28, 1995 to Feb 6, 2026
Dec 28, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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