Renaissance International IPO ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.41% (+0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0598 | 10.29 | |
| 0.1501 | 16.58 | |
| 0.9301 | 227.73 | |
| -0.0839 | -10.25 |
Estimation Period:
Oct 7, 2014 to Feb 6, 2026
Oct 7, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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