Arch Capital Group Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.32% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8035 | 0.57 | |
| 0.0000 | 0.00 | |
| 0.8133 | 0.29 | |
| 9.3405 | 0.10 |
Estimation Period:
Apr 28, 2025 to Feb 6, 2026
Apr 28, 2025 to Feb 6, 2026
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