Arch Capital Group Ltd GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.96% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0244 | 17.60 | |
| 0.0754 | 33.17 | |
| 0.9191 | 422.55 |
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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