V-Lab: Mesabi Trust MF2-GARCH Volatility Analysis

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Mesabi Trust MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, December 16th, 2025:43.87% (-1.88%)

Analysis last updated: Monday, December 15, 2025 at 10:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1501	21.22
$β$	0.5002	27.42
$γ$	0.0953	9.50
$λ_{1}$	0.1668	2.66
$λ_{2}$	0.0647	3.46
$λ_{3}$	0.9212	42.48

Estimation Period:
Jan 1, 1990 to Dec 12, 2025

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Volatility Forecasts