Renaissance Global Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:48.53% (-3.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0983 | 15.18 | |
| 0.7461 | 70.15 | |
| 0.0837 | 5.53 | |
| 0.1101 | 0.88 | |
| 0.0116 | 1.41 | |
| 0.9782 | 48.69 |
Estimation Period:
Jan 15, 2008 to Feb 6, 2026
Jan 15, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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