Arch Capital Group Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.22% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1936 | 5.91 | |
| 0.0000 | 0.00 | |
| 0.5448 | 0.37 | |
| 0.7677 | 1.31 |
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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