Lloyds Banking Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:35.53% (+3.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0327 | 12.85 | |
| 0.0485 | 11.79 | |
| 0.9275 | 433.40 | |
| 0.0432 | 7.19 |
Estimation Period:
Jul 28, 2000 to Feb 13, 2026
Jul 28, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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