Permian Basin Royalty Trust MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:35.83% (-1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0733 | 13.82 | |
| 0.6980 | 51.79 | |
| 0.0979 | 12.34 | |
| 0.0147 | 2.16 | |
| 0.0284 | 4.09 | |
| 0.9697 | 132.40 |
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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