London Stock Exchange Group PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:74.10% (-6.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7116 | 3.35 | |
| 0.1225 | 4.36 | |
| 0.8000 | 19.37 | |
| -0.0046 | -0.04 | |
| 0.1548 | 0.96 | |
| -0.3124 | -2.86 | |
| 0.2318 | 2.45 | |
| -0.1137 | -1.36 | |
| 0.1898 | 2.28 | |
| -0.4230 | -4.97 | |
| 0.7849 | 5.98 |
Estimation Period:
Jul 21, 2000 to Feb 6, 2026
Jul 21, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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