RenaissanceRe Holdings Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:33.45% (-2.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0993 | 21.57 | |
| 0.7405 | 114.35 | |
| 0.0861 | 12.33 | |
| 0.0028 | 2.52 | |
| 0.0103 | 4.87 | |
| 0.9887 | 385.02 |
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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