Mesabi Trust MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 26th, 2026:48.81% (-2.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1481 | 21.03 | |
| 0.5037 | 27.52 | |
| 0.0931 | 9.34 | |
| 0.1609 | 2.62 | |
| 0.0627 | 3.45 | |
| 0.9238 | 43.85 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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