Mount Logan Capital Inc Spline-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
45.58%
decreased by 2.58%
1 Week
50.34%
increased by 2.18%
1 Month
66.03%
increased by 17.87%
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 | |
|---|---|---|
| 1.4310 | 0.01 | |
| 0.3844 | 0.00 | |
| 0.6156 | 0.01 | |
| 11.1015 | 0.00 | |
| -65.3781 | 0.00 |
Estimation Period:
Sep 15, 2025 to May 22, 2026
Sep 15, 2025 to May 22, 2026
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