V-Lab: Sabine Royalty Trust Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Sabine Royalty Trust Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 15th, 2024:34.70% (+0.60%)

Analysis last updated: Tuesday, May 14, 2024 at 09:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0895	6.51
$α$	0.1614	10.29
$β$	0.7862	44.45
$γ_{1}$	0.0287	2.74
$γ_{2}$	-0.0416	-2.51
$γ_{3}$	0.0082	0.62
$γ_{4}$	0.0214	1.70
$γ_{5}$	-0.0244	-1.57

Estimation Period:
Jan 2, 1990 to May 10, 2024

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Volatility Forecasts

Volatility Forecasts