London Stock Exch Group PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.30% (-23.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1387 | 11,387,170.00 | |
| 0.4909 | 4,908,800.00 | |
| 0.4089 | 4,089,090.00 | |
| 6.1740 | 61,740,230.00 | |
| -35.0352 | -350,352,300.00 | |
| -27.3667 | -273,666,600.00 | |
| 75.2545 | 752,545,400.00 | |
| 47.0265 | 470,265,300.00 | |
| -81.9469 | -819,468,800.00 | |
| 208.6917 | 2,086,917,000.00 | |
| -403.0066 | -4,030,066,000.00 | |
| 238.6747 | 2,386,747,000.00 | |
| -46.8875 | -468,874,500.00 |
Estimation Period:
Mar 6, 2007 to Feb 6, 2026
Mar 6, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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