Mesa Royalty Trust Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:62.21% (-3.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5551 | 2.95 | |
| 0.1897 | 9.62 | |
| 0.7380 | 31.75 | |
| -0.1752 | -1.44 | |
| 0.3206 | 1.88 | |
| -0.2403 | -2.66 | |
| 0.2723 | 3.49 | |
| -0.3824 | -5.36 | |
| 0.3622 | 4.88 | |
| -0.2929 | -4.12 | |
| 0.2674 | 4.35 | |
| -0.2400 | -3.28 | |
| 0.1371 | 2.14 |
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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