Cross Timbers Royalty Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.05% (-1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1727 | 28.19 | |
| 0.1067 | 21.12 | |
| 0.8472 | 285.44 | |
| 0.0427 | 4.46 |
Estimation Period:
Feb 28, 1992 to Feb 6, 2026
Feb 28, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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