Sabine Royalty Trust MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:25.61% (+2.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1062 | 22.76 | |
| 0.5713 | 46.49 | |
| 0.1752 | 21.45 | |
| 0.0502 | 3.89 | |
| 0.0597 | 5.08 | |
| 0.9256 | 63.48 |
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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