Renaissance IPO ETF Fund EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:42.38% (+3.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0204 | 8.12 | |
| 0.1824 | 32.31 | |
| 0.9809 | 946.81 | |
| -0.0873 | -15.29 |
Estimation Period:
Oct 16, 2013 to Feb 6, 2026
Oct 16, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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