Permian Basin Royalty Trust Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:38.45% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8772 | 6.88 | |
| 0.0813 | 8.30 | |
| 0.8872 | 57.21 | |
| -0.0384 | -3.09 | |
| 0.0553 | 2.78 | |
| -0.0270 | -1.87 | |
| 0.0365 | 2.78 | |
| -0.0602 | -3.61 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other Permian Basin Royalty Trust Analyses
Other Spline-GARCH Analyses on Units