Arch Capital Group Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.00% (+0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 12.9547 | 7.71 | |
| 0.0547 | 58.24 | |
| 0.9990 | 8,121.95 | |
| 4.4565 | 23.17 |
Estimation Period:
Nov 21, 2008 to Feb 6, 2026
Nov 21, 2008 to Feb 6, 2026
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