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	param	t-stat
$ω$	0.9621	4.59
$α$	0.0959	8.42
$β$	0.8574	51.11
$γ_{1}$	-0.0644	-3.39
$γ_{2}$	0.0900	3.53
$γ_{3}$	-0.0298	-1.93
$γ_{4}$	0.0269	1.60
$γ_{5}$	-0.0533	-2.45

V-Lab

Arch Capital Group Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:33.04% (-0.73%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Arch Capital Group Ltd Analyses