Lloyds Engineering Works Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, January 28th, 2026:62.06% (-2.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 12.8067 | 1.13 | |
| 0.0349 | 1.18 | |
| 0.9267 | 29.83 | |
| 4.1385 | 0.25 |
Estimation Period:
Jun 16, 2025 to Jan 23, 2026
Jun 16, 2025 to Jan 23, 2026
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