V-Lab: Mesabi Trust Zero Slope Spline-GARCH Volatility Analysis

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Mesabi Trust Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, December 16th, 2025:52.21% (-1.88%)

Analysis last updated: Monday, December 15, 2025 at 10:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9602	6.23
$α$	0.1031	8.43
$β$	0.8479	46.99
$γ_{1}$	-0.1778	-3.45
$γ_{2}$	0.2460	2.94
$γ_{3}$	-0.0937	-1.38
$γ_{4}$	0.0632	1.19
$γ_{5}$	-0.0122	-0.25
$γ_{6}$	-0.1276	-2.28
$γ_{7}$	0.1978	3.39
$γ_{8}$	-0.1582	-2.47
$γ_{9}$	0.1264	1.85
$γ_{10}$	-0.1010	-2.03

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

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Volatility Forecasts