London Stock Exchange Group PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.13% (-1.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 22.1805 | 6.87 | |
| 0.0837 | 90.86 | |
| 0.9984 | 4,538.38 | |
| 3.9096 | 55.50 |
Estimation Period:
Jul 21, 2000 to Feb 6, 2026
Jul 21, 2000 to Feb 6, 2026
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