Lloyds Banking Group PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:33.59% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7986 | 5.34 | |
| 0.0836 | 6.76 | |
| 0.8956 | 72.63 | |
| 0.1269 | 7.90 | |
| -0.1986 | -7.82 | |
| 0.1209 | 5.81 | |
| -0.0992 | -3.24 |
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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