Renaissance IPO ETF Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:41.21% (-1.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8687 | 6.36 | |
| 0.1164 | 7.14 | |
| 0.8486 | 44.92 | |
| 0.1315 | 3.58 | |
| -0.1879 | -3.43 | |
| 0.0582 | 2.05 |
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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