Renaissance Global Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:51.36% (-4.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2504 | 4.03 | |
| 0.1418 | 6.38 | |
| 0.7301 | 17.00 | |
| -0.2201 | -1.05 | |
| 0.3800 | 1.26 | |
| -0.1571 | -0.89 | |
| -0.2099 | -1.27 | |
| 0.5252 | 3.06 | |
| -0.5273 | -2.98 | |
| 0.2731 | 1.57 | |
| -0.0880 | -0.39 |
Estimation Period:
Jan 15, 2008 to Feb 6, 2026
Jan 15, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Renaissance Global Ltd Analyses
Other Spline-GARCH Analyses on International Equities