Renaissance Global Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:75.48% (+27.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9407 | 17.92 | |
| 0.0904 | 15.72 | |
| 0.7854 | 100.24 | |
| 0.0870 | 5.53 |
Estimation Period:
Jan 15, 2008 to Feb 13, 2026
Jan 15, 2008 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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