Renaissance Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.68% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1814 | 13.25 | |
| 0.3684 | 29.71 | |
| 0.8601 | 78.07 | |
| 0.0014 | 0.16 |
Estimation Period:
Dec 29, 2003 to Feb 6, 2026
Dec 29, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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