Lancashire Holdings Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:23.97% (+1.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0688 | 15.81 | |
| 0.1848 | 30.63 | |
| 0.9331 | 239.63 | |
| -0.0509 | -8.49 |
Estimation Period:
Dec 12, 2005 to Feb 13, 2026
Dec 12, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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