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{name} Model Equation

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Value at Risk (VaR) estimates the maximum loss at a given confidence level. Expected Shortfall (ES) estimates the average loss beyond VaR.

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Param	Value	t-stat
ωconst	3.1475	2.56**
αARCH	0.2129	2.82***
βGARCH	0.2731	1.47

γ₁	7.1032	0.73
γ₂	-18.4530	-1.32
γ₃	32.0399	3.70***
γ₄	-51.4682	-3.45***

Parameter	Value	t-statistic
ω const Unconditional variance weight	3.1475	2.56**
α ARCH Response to squared shocks	0.2129	2.82***
β GARCH Volatility persistence	0.2731	1.47

γ₁	7.1032	0.73
γ₂	-18.4530	-1.32
γ₃	32.0399	3.70***
γ₄	-51.4682	-3.45***

V-Lab

Renatus Tactical Acqu Corp I Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Renatus Tactical Acqu Corp I Analyses