RenaissanceRe Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:36.08% (+0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0981 | 25.51 | |
| 0.0928 | 19.97 | |
| 0.8532 | 255.06 | |
| 0.0449 | 5.43 |
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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