Lancashire Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:24.17% (-1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2143 | 20.02 | |
| 0.0575 | 11.68 | |
| 0.8192 | 130.97 | |
| 0.0770 | 6.93 |
Estimation Period:
Dec 12, 2005 to Feb 6, 2026
Dec 12, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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