Arch Capital Group Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:34.27% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9786 | 4.57 | |
| 0.0967 | 8.57 | |
| 0.8582 | 52.97 | |
| -0.0626 | -3.27 | |
| 0.0864 | 3.35 | |
| -0.0247 | -1.61 | |
| 0.0170 | 1.10 | |
| -0.0293 | -2.63 |
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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