Mesabi Trust Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:57.02% (-1.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9179 | 5.87 | |
| 0.1034 | 8.52 | |
| 0.8488 | 47.82 | |
| -0.2013 | -3.86 | |
| 0.2851 | 3.39 | |
| -0.1197 | -1.75 | |
| 0.0776 | 1.45 | |
| -0.0156 | -0.32 | |
| -0.1318 | -2.34 | |
| 0.2082 | 3.54 | |
| -0.1745 | -2.68 | |
| 0.1532 | 2.05 | |
| -0.1604 | -1.69 |
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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