Texas Pacific Land Trust EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0654 | 18.44 | |
| 0.2392 | 43.39 | |
| 0.9657 | 553.39 | |
| -0.0364 | -6.12 |
Estimation Period:
Jan 1, 1990 to Jan 8, 2021
Jan 1, 1990 to Jan 8, 2021
News Impact Curve
Volatility Forecasts
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