V-Lab: Sitio Royalties Corp GAS-GARCH Student T Volatility Analysis

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V-Lab

Sitio Royalties Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:29.39% (-2.00%)

Analysis last updated: Friday, May 3, 2024 at 10:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3954	10.25
$α$	0.0674	49.51
$β$	0.9971	1490.49
$ν$	3	87.09

Estimation Period:
Oct 11, 2017 to May 3, 2024