Lancashire Holdings Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:23.29% (-1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6418 | 7.52 | |
| 0.0724 | 21.15 | |
| 0.9625 | 191.34 | |
| 4.1785 | 7.82 |
Estimation Period:
Dec 12, 2005 to Feb 20, 2026
Dec 12, 2005 to Feb 20, 2026
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