Arch Capital Group Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:27.62% (+1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.5462 | 4.69 | |
| 0.0701 | 47.19 | |
| 0.9932 | 734.59 | |
| 5.1080 | 12.70 |
Estimation Period:
Sep 15, 1995 to Feb 6, 2026
Sep 15, 1995 to Feb 6, 2026
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