V-Lab
Sitio Royalties Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 23rd, 2024:29.69% (-0.53%)
Analysis last updated: Monday, April 22, 2024 at 09:59 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0182 | 5.39 | |
| 0.0154 | 3.55 | |
| 0.9601 | 364.37 | |
| 0.0490 | 4.16 |
Estimation Period:
Oct 11, 2017 to Apr 19, 2024
Oct 11, 2017 to Apr 19, 2024
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