Lancashire Holdings Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.06% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6501 | 7.51 | |
| 0.0728 | 21.11 | |
| 0.9622 | 190.01 | |
| 4.1706 | 7.85 |
Estimation Period:
Dec 12, 2005 to Feb 6, 2026
Dec 12, 2005 to Feb 6, 2026
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