Mesabi Trust EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:60.28% (-1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0612 | 19.48 | |
| 0.1511 | 32.80 | |
| 0.9797 | 858.66 | |
| -0.0235 | -4.72 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Units