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, July 6th, 2026
1 Day
97.18%
decreased by 8.22%
1 Week
98.01%
decreased by 7.39%
1 Month
101.26%
decreased by 4.14%
Analysis last updated: Thursday, July 2, 2026 at 09:52 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3212 | 4.72 | |
| 0.1490 | 4.81 | |
| 0.8402 | 46.49 | |
| 0.0216 | 0.41 |
Estimation Period:
Sep 15, 2025 to Jul 2, 2026
Sep 15, 2025 to Jul 2, 2026
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