RenaissanceRe Holdings Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.66% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0456 | 24.63 | |
| 0.2092 | 30.27 | |
| 0.9619 | 653.04 | |
| -0.0348 | -7.47 |
Estimation Period:
Jul 27, 1995 to Feb 6, 2026
Jul 27, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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