Permian Basin Royalty Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:35.46% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0594 | 16.49 | |
| 0.0647 | 22.99 | |
| 0.9220 | 452.61 | |
| 0.0130 | 2.70 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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