Arch Capital Group Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:39.41% (-1.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2718 | 7.05 | |
| 0.0820 | 4.83 | |
| 0.8240 | 21.66 | |
| 0.8771 | 5.40 | |
| -1.3823 | -3.98 | |
| 0.9808 | 2.62 | |
| -0.7398 | -2.48 | |
| 0.3475 | 1.58 | |
| -0.0097 | -0.06 | |
| -0.2637 | -1.77 | |
| 0.4091 | 1.92 | |
| -0.6024 | -1.96 |
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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