Mesa Royalty Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:55.58% (-1.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0328 | 17.22 | |
| 0.0943 | 20.19 | |
| 0.9011 | 344.05 | |
| 0.0093 | 1.47 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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