Lloyds Engineering Works Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:72.85% (-6.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 15.5334 | 15.18 | |
| 0.1666 | 21.18 | |
| 0.9123 | 100.95 | |
| 6.9824 | 6.69 |
Estimation Period:
Jul 18, 2016 to Feb 6, 2026
Jul 18, 2016 to Feb 6, 2026
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