Renaissancere Holdings Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:39.93% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3023 | 5.37 | |
| 0.0433 | 29.99 | |
| 0.9925 | 744.02 | |
| 5.0677 | 8.93 |
Estimation Period:
Nov 3, 2009 to Feb 13, 2026
Nov 3, 2009 to Feb 13, 2026
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