Lancashire Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:21.71% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2136 | 19.98 | |
| 0.0569 | 11.62 | |
| 0.8197 | 131.20 | |
| 0.0775 | 6.99 |
Estimation Period:
Dec 12, 2005 to Feb 20, 2026
Dec 12, 2005 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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