Renaissance IPO ETF Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:40.24% (-1.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0350 | 16.01 | |
| 0.0497 | 9.58 | |
| 0.8881 | 283.29 | |
| 0.1049 | 10.01 |
Estimation Period:
Oct 16, 2013 to Feb 13, 2026
Oct 16, 2013 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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