Cross Timbers Royalty Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:27.42% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1733 | 28.22 | |
| 0.1068 | 21.13 | |
| 0.8469 | 284.86 | |
| 0.0428 | 4.45 |
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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