Mesabi Trust EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:49.69% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0615 | 19.52 | |
| 0.1513 | 32.78 | |
| 0.9796 | 855.54 | |
| -0.0234 | -4.69 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Units