Mount Logan Capital Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
47.95%
decreased by 1.10%
1 Week
52.98%
increased by 3.93%
1 Month
57.71%
increased by 8.66%
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 | |
|---|---|---|
| 0.6998 | 1.63 | |
| 0.3110 | 1.88 | |
| 0.4285 | 2.18 | |
| 159.7960 | 1.28 | |
| -356.8155 | -2.00 | |
| 434.0405 | 4.44 | |
| -406.8376 | -5.35 | |
| 209.6792 | 3.72 |
Estimation Period:
Sep 15, 2025 to May 22, 2026
Sep 15, 2025 to May 22, 2026
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