Lloyds Banking Group PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.58% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0213 | 12.65 | |
| 0.1572 | 28.57 | |
| 0.9913 | 1,459.99 | |
| -0.0321 | -6.74 |
Estimation Period:
Jul 28, 2000 to Feb 6, 2026
Jul 28, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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