Arch Capital Group Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.28% (-1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0283 | 283,300.00 | |
| 0.7577 | 7,576,520.00 | |
| 0.4280 | 4,280,370.00 | |
| 0.2031 | 2,030,590.00 | |
| 0.0000 | 100.00 | |
| 0.3443 | 3,442,980.00 |
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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