Lancashire Holdings Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.79% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0692 | 15.89 | |
| 0.1857 | 30.69 | |
| 0.9328 | 238.81 | |
| -0.0507 | -8.43 |
Estimation Period:
Dec 12, 2005 to Feb 6, 2026
Dec 12, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Lancashire Holdings Ltd Analyses
Other EGARCH Analyses on International Equities