Mesabi Trust Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:60.29% (-1.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9849 | 6.31 | |
| 0.1027 | 8.54 | |
| 0.8499 | 48.39 | |
| -0.1687 | -3.25 | |
| 0.2321 | 2.74 | |
| -0.0834 | -1.19 | |
| 0.0512 | 0.93 | |
| -0.0019 | -0.04 | |
| -0.1326 | -2.34 | |
| 0.1993 | 3.40 | |
| -0.1578 | -2.48 | |
| 0.1253 | 1.84 | |
| -0.1008 | -2.02 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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