Sitio Royalties Corp GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, August 19th, 2025):
1 Day
35.48%
1 Week
35.60%
1 Month
36.10%
Analysis last updated: Monday, August 18, 2025 at 09:47 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0175 | 5.86 | |
| 0.0092 | 2.56 | |
| 0.9644 | 424.66 | |
| 0.0528 | 5.89 |
Estimation Period:
Oct 11, 2017 to Aug 15, 2025
Oct 11, 2017 to Aug 15, 2025
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