Mesabi Trust GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
48.97%
decreased by 2.02%
1 Week
49.28%
decreased by 1.71%
1 Month
50.39%
decreased by 0.60%
Analysis last updated: Tuesday, June 9, 2026 at 09:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2277 | 20.54 | |
| 0.0696 | 17.79 | |
| 0.8955 | 334.50 | |
| 0.0353 | 5.16 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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