Arch Capital Group Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:45.57% (-3.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0616 | 10.84 | |
| 0.7844 | 70.84 | |
| 0.0734 | 7.21 | |
| 0.0327 | 1.34 | |
| 0.0281 | 2.77 | |
| 0.9574 | 51.68 |
Estimation Period:
Nov 21, 2008 to Feb 6, 2026
Nov 21, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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