Mesabi Trust Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:43.14% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9189 | 5.88 | |
| 0.1039 | 8.50 | |
| 0.8479 | 47.36 | |
| -0.2008 | -3.87 | |
| 0.2846 | 3.39 | |
| -0.1198 | -1.75 | |
| 0.0782 | 1.46 | |
| -0.0171 | -0.35 | |
| -0.1298 | -2.31 | |
| 0.2066 | 3.52 | |
| -0.1734 | -2.68 | |
| 0.1540 | 2.06 | |
| -0.1712 | -1.80 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
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Volatility Forecasts
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