Lancashire Holdings Ltd GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:22.65% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2599 | 21.81 | |
| 0.1098 | 27.46 | |
| 0.7861 | 113.34 |
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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