Renaissance International IPO ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.31% (+4.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1032 | 17.50 | |
| 0.0642 | 8.89 | |
| 0.8469 | 159.07 | |
| 0.0716 | 5.16 |
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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