Arch Capital Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:30.45% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0223 | 15.10 | |
| 0.0439 | 14.11 | |
| 0.9281 | 454.95 | |
| 0.0463 | 7.07 |
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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