Sabine Royalty Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:24.05% (+1.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1548 | 27.34 | |
| 0.1039 | 19.73 | |
| 0.8155 | 228.76 | |
| 0.0821 | 6.66 |
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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