Sabine Royalty Trust Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.71% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0598 | 6.58 | |
| 0.1622 | 10.56 | |
| 0.7832 | 44.62 | |
| 0.0240 | 2.61 | |
| -0.0359 | -2.51 | |
| 0.0084 | 0.73 | |
| 0.0230 | 1.88 | |
| -0.0501 | -2.41 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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