Cross Timbers Royalty Trust AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:27.18% (-1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1682 | 25.67 | |
| 0.1288 | 41.20 | |
| 0.8453 | 277.05 | |
| 0.3066 | 9.28 |
Estimation Period:
Feb 28, 1992 to Feb 20, 2026
Feb 28, 1992 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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