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Mesabi Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 16th, 2025:48.77% (-1.98%)
Analysis last updated: Monday, December 15, 2025 at 10:47 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mesabi Trust GJR-GARCH
paramt-stat
ω0.227920.45
α0.069117.50
β0.8950329.90
γ0.03725.36
Estimation Period:
Jan 1, 1990 to Dec 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts