Mesa Royalty Trust Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:54.42% (-4.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5320 | 2.77 | |
| 0.1891 | 9.63 | |
| 0.7369 | 31.58 | |
| -0.2017 | -1.62 | |
| 0.3671 | 2.13 | |
| -0.2795 | -3.12 | |
| 0.3093 | 4.03 | |
| -0.4155 | -5.88 | |
| 0.3882 | 5.25 | |
| -0.3078 | -4.33 | |
| 0.2660 | 4.31 | |
| -0.2130 | -2.66 | |
| 0.0532 | 0.37 |
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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