Renaissance Global Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:51.58% (-2.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 13.1885 | 4.53 | |
| 0.1263 | 19.82 | |
| 0.9411 | 72.16 | |
| 3.0393 | 13.78 |
Estimation Period:
Jan 15, 2008 to Feb 6, 2026
Jan 15, 2008 to Feb 6, 2026
Other Renaissance Global Ltd Analyses
Other GAS-GARCH Student T Analyses on International Equities