Arch Capital Group Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.12% (+0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0794 | 3.79 | |
| -0.1545 | -5.65 | |
| 0.8502 | 28.12 | |
| 0.0478 | 1.36 |
Estimation Period:
Apr 28, 2025 to Feb 6, 2026
Apr 28, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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