V-Lab
Cross Timbers Royalty Trust Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:48.57% (-2.85%)
Analysis last updated: Friday, April 26, 2024 at 10:09 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8219 | 6.96 | |
| 0.1237 | 9.63 | |
| 0.8415 | 61.29 | |
| 0.0193 | 0.93 | |
| -0.0537 | -1.43 | |
| 0.0609 | 1.89 | |
| -0.0504 | -2.14 | |
| 0.0648 | 3.29 | |
| -0.0669 | -4.06 |
Estimation Period:
Feb 28, 1992 to Apr 26, 2024
Feb 28, 1992 to Apr 26, 2024
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