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	param	t-stat
$m$	61
$α$	0.0758	18.81
$β$	0.8092	96.78
$γ$	0.0584	10.32
$λ_{1}$	0.0151	3.69
$λ_{2}$	0.0570	4.18
$λ_{3}$	0.9374	61.92

V-Lab

Arch Capital Group Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:31.32% (-2.42%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Arch Capital Group Ltd Analyses