Arch Capital Group Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:43.42% (+15.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1967 | 6.84 | |
| 0.0796 | 4.73 | |
| 0.8322 | 22.71 | |
| 0.8480 | 5.07 | |
| -1.3449 | -3.77 | |
| 0.9689 | 2.53 | |
| -0.7343 | -2.41 | |
| 0.3479 | 1.56 | |
| -0.0318 | -0.20 | |
| -0.1842 | -1.35 | |
| 0.2165 | 1.38 | |
| -0.1200 | -0.93 |
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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