Arch Capital Group Ltd AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:29.17% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0165 | 8.46 | |
| 0.0716 | 34.84 | |
| 0.9213 | 454.76 | |
| 0.4268 | 14.74 |
Estimation Period:
Sep 15, 1995 to Feb 6, 2026
Sep 15, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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