Renaissancere Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:34.71% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0364 | 16.77 | |
| 0.0432 | 11.54 | |
| 0.9220 | 339.33 | |
| 0.0405 | 6.45 |
Estimation Period:
Nov 3, 2009 to Feb 6, 2026
Nov 3, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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