Mesabi Trust Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:48.18% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9862 | 6.31 | |
| 0.1030 | 8.54 | |
| 0.8495 | 48.21 | |
| -0.1684 | -3.25 | |
| 0.2319 | 2.74 | |
| -0.0835 | -1.19 | |
| 0.0517 | 0.94 | |
| -0.0033 | -0.07 | |
| -0.1304 | -2.31 | |
| 0.1967 | 3.36 | |
| -0.1540 | -2.43 | |
| 0.1201 | 1.77 | |
| -0.0967 | -1.94 |
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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