Mount Logan Capital Inc AGARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, May 26th, 2026
1 Day
52.68%
decreased by 7.94%
1 Week
58.95%
decreased by 1.67%
1 Month
95.97%
increased by 35.35%
Analysis last updated: Friday, May 22, 2026 at 09:54 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1208 | 2.46 | |
| 0.3734 | 11.67 | |
| 0.7253 | 35.12 | |
| -0.3708 | -3.23 |
Estimation Period:
Sep 15, 2025 to May 22, 2026
Sep 15, 2025 to May 22, 2026
Other Mount Logan Capital Inc Analyses
Other AGARCH Analyses on Equities