Mount Logan Capital Inc APARCH 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
52.82%
decreased by 3.69%
1 Week
54.69%
decreased by 1.82%
1 Month
61.63%
increased by 5.12%
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 | |
|---|---|---|
| 0.3951 | 2.85 | |
| 0.2544 | 8.09 | |
| 0.7456 | 24.82 | |
| -0.0507 | -1.00 | |
| 1.9930 | 5.82 |
Estimation Period:
Sep 15, 2025 to May 22, 2026
Sep 15, 2025 to May 22, 2026
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