RenaissanceRe Holdings Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:36.18% (-1.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8569 | 7.28 | |
| 0.1327 | 8.80 | |
| 0.7775 | 37.83 | |
| -0.0091 | -1.05 | |
| -0.0023 | -0.18 | |
| 0.0367 | 4.30 | |
| -0.0455 | -4.37 |
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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