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, May 26th, 2026
1 Day
53.62%
decreased by 4.21%
1 Week
55.39%
decreased by 2.44%
1 Month
61.97%
increased by 4.14%
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 | |
|---|---|---|
| 0.3833 | 6.09 | |
| 0.2520 | 9.09 | |
| 0.7480 | 30.69 |
Estimation Period:
Sep 15, 2025 to May 22, 2026
Sep 15, 2025 to May 22, 2026
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