Lancashire Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:25.10% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8618 | 12.36 | |
| 0.1041 | 6.26 | |
| 0.7619 | 20.49 | |
| 0.0056 | 2.16 | |
| -0.0091 | -2.79 |
Estimation Period:
Dec 12, 2005 to Feb 20, 2026
Dec 12, 2005 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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