Texas Pacific Land Trust Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8402 | 5.32 | |
| 0.1662 | 7.16 | |
| 0.7141 | 21.17 | |
| 0.0415 | 0.39 | |
| -0.0096 | -0.06 | |
| -0.1160 | -1.26 | |
| 0.1205 | 1.77 | |
| 0.0536 | 0.76 | |
| -0.1491 | -2.40 | |
| -0.0422 | -0.78 | |
| 0.2394 | 3.98 | |
| -0.2091 | -3.02 | |
| 0.1894 | 1.98 |
Estimation Period:
Jan 1, 1990 to Jan 8, 2021
Jan 1, 1990 to Jan 8, 2021
News Impact Curve
Volatility Forecasts
Other Texas Pacific Land Trust Analyses
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