Cross Timbers Royalty Trust Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:23.93% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8270 | 7.28 | |
| 0.1288 | 9.90 | |
| 0.8275 | 56.28 | |
| 0.0392 | 1.27 | |
| -0.0867 | -1.60 | |
| 0.0744 | 1.78 | |
| -0.0344 | -1.04 | |
| 0.0038 | 0.12 | |
| 0.0523 | 1.71 | |
| -0.1704 | -3.76 |
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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