RenaissanceRe Holdings Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:37.34% (+0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9989 | 5.11 | |
| 0.0831 | 33.24 | |
| 0.9841 | 305.99 | |
| 4.7190 | 10.45 |
Estimation Period:
Jul 27, 1995 to Feb 6, 2026
Jul 27, 1995 to Feb 6, 2026
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