Mesabi Trust MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:60.38% (-5.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1500 | 21.25 | |
| 0.4848 | 26.04 | |
| 0.0950 | 9.48 | |
| 0.1767 | 2.53 | |
| 0.0685 | 3.30 | |
| 0.9168 | 38.32 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Units