Lancashire Holdings Ltd GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:28.33% (-1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2601 | 21.81 | |
| 0.1102 | 27.47 | |
| 0.7856 | 113.00 |
Estimation Period:
Dec 12, 2005 to Jan 30, 2026
Dec 12, 2005 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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