Mesabi Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:46.49% (-1.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2271 | 20.48 | |
| 0.0697 | 17.74 | |
| 0.8954 | 332.99 | |
| 0.0354 | 5.16 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Units