Lancashire Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:22.68% (+1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2139 | 19.99 | |
| 0.0570 | 11.63 | |
| 0.8195 | 131.06 | |
| 0.0775 | 6.98 |
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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