Skip to main content
V-Lab

Mount Logan Capital Inc GARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Tuesday, July 21st, 2026

1 Day

62.96%

decreased by 5.79%

1 Week

64.42%

decreased by 4.33%

1 Month

69.96%

increased by 1.21%

Analysis last updated: Monday, July 20, 2026 at 09:28 PM UTC

Date Range:

from

to

6M ·

All

graph of Mount Logan Capital Inc GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Sep 15, 2025 to Jul 17, 2026

Model Insight

Estimated persistence of 1.000 is at or above 1 (non-stationary): volatility shocks do not decay and the long-run variance is undefined, so long-horizon forecasts should be treated with caution.

σ

GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.3691
6.04***
α

ARCH

Response to squared shocks

0.1820
11.22***
β

GARCH

Volatility persistence

0.8180
43.45***

Persistence:

1.000

Half-life:

-