Mesabi Trust MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
46.10%
decreased by 5.25%
1 Week
48.68%
decreased by 2.67%
1 Month
50.98%
decreased by 0.37%
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 | |
|---|---|---|
| 21 | ||
| 0.1473 | 21.05 | |
| 0.5005 | 27.15 | |
| 0.0929 | 9.39 | |
| 0.1656 | 2.59 | |
| 0.0641 | 3.39 | |
| 0.9219 | 42.16 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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