Lancashire Holdings Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.00% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8173 | 13.44 | |
| 0.1050 | 6.25 | |
| 0.7607 | 20.55 | |
| 0.0016 | 1.21 |
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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