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	param	t-stat
$ω$	0.0186	10.49
$α$	0.1400	34.72
$β$	0.9901	1,203.07
$γ$	-0.0505	-11.38

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Arch Capital Group Ltd EGARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:26.54% (-0.86%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Arch Capital Group Ltd Analyses