Mesabi Trust Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
52.94%
decreased by 2.02%
1 Week
54.54%
decreased by 0.42%
1 Month
59.05%
increased by 4.09%
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 | |
|---|---|---|
| 0.9948 | 6.29 | |
| 0.1023 | 8.59 | |
| 0.8517 | 49.93 | |
| -0.1651 | -3.20 | |
| 0.2286 | 2.69 | |
| -0.0852 | -1.18 | |
| 0.0579 | 1.01 | |
| -0.0178 | -0.36 | |
| -0.1093 | -1.95 | |
| 0.1748 | 3.00 | |
| -0.1283 | -2.11 | |
| 0.0902 | 1.36 | |
| -0.0762 | -1.55 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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