Lancashire Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.22% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8625 | 12.36 | |
| 0.1042 | 6.26 | |
| 0.7620 | 20.50 | |
| 0.0057 | 2.20 | |
| -0.0093 | -2.83 |
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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