RenaissanceRe Holdings Ltd GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:36.94% (+1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0982 | 23.98 | |
| 0.1123 | 33.76 | |
| 0.8544 | 258.27 |
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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