Arch Capital Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:39.39% (-1.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0819 | 12.90 | |
| 0.0564 | 11.03 | |
| 0.8887 | 174.69 | |
| 0.0461 | 5.36 |
Estimation Period:
Nov 21, 2008 to Feb 13, 2026
Nov 21, 2008 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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