RenaissanceRe Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:37.44% (-1.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8531 | 7.21 | |
| 0.1318 | 8.84 | |
| 0.7805 | 38.56 | |
| -0.0101 | -1.17 | |
| 0.0001 | 0.01 | |
| 0.0321 | 4.06 | |
| -0.0336 | -6.85 |
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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