Lancashire Holdings Ltd AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:22.11% (+0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3615 | 33.58 | |
| 0.1379 | 37.30 | |
| 0.7123 | 147.68 | |
| 0.3912 | 9.81 |
Estimation Period:
Dec 12, 2005 to Feb 13, 2026
Dec 12, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Lancashire Holdings Ltd Analyses
Other AGARCH Analyses on International Equities