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V-Lab

Arch Capital Group Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:39.41% (-1.45%)
Analysis last updated: Thursday, February 12, 2026 at 08:43 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Arch Capital Group Ltd SGARCH
paramt-stat
ω2.27187.05
α0.08204.83
β0.824021.66
γ10.87715.40
γ2-1.3823-3.98
γ30.98082.62
γ4-0.7398-2.48
γ50.34751.58
γ6-0.0097-0.06
γ7-0.2637-1.77
γ80.40911.92
γ9-0.6024-1.96
Estimation Period:
Nov 21, 2008 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts