Lloyds Banking Group PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:31.41% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.9953 | 5.46 | |
| 0.0651 | 62.15 | |
| 0.9966 | 1,730.16 | |
| 5.8380 | 15.33 |
Estimation Period:
Jul 28, 2000 to Feb 13, 2026
Jul 28, 2000 to Feb 13, 2026
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