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V-Lab

Arch Capital Group Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:43.42% (+15.57%)
Analysis last updated: Wednesday, February 11, 2026 at 08:43 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Arch Capital Group Ltd S0GARCH
paramt-stat
ω2.19676.84
α0.07964.73
β0.832222.71
γ10.84805.07
γ2-1.3449-3.77
γ30.96892.53
γ4-0.7343-2.41
γ50.34791.56
γ6-0.0318-0.20
γ7-0.1842-1.35
γ80.21651.38
γ9-0.1200-0.93
Estimation Period:
Nov 21, 2008 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts