Mount Logan Capital Inc GJR-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, June 15th, 2026
1 Day
63.73%
decreased by 4.27%
1 Week
65.22%
decreased by 2.78%
1 Month
70.88%
increased by 2.88%
Analysis last updated: Friday, June 12, 2026 at 11:15 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3821 | 6.13 | |
| 0.2501 | 3.37 | |
| 0.7619 | 34.32 | |
| -0.0241 | -0.23 |
Estimation Period:
Sep 15, 2025 to Jun 12, 2026
Sep 15, 2025 to Jun 12, 2026
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