Renaissance Global Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:69.92% (+21.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2622 | 4.05 | |
| 0.1407 | 6.38 | |
| 0.7329 | 17.28 | |
| -0.2106 | -1.01 | |
| 0.3666 | 1.22 | |
| -0.1534 | -0.88 | |
| -0.2073 | -1.26 | |
| 0.5207 | 3.06 | |
| -0.5252 | -3.06 | |
| 0.2712 | 1.78 | |
| -0.0696 | -0.72 |
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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