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	param	t-stat
$ω$	0.5651	5.40
$α$	0.2053	9.77
$β$	0.7321	31.75
$γ_{1}$	0.1437	3.92
$γ_{2}$	-0.1530	-2.66
$γ_{3}$	-0.0639	-1.34
$γ_{4}$	0.1167	3.00
$γ_{5}$	-0.0836	-1.77
$γ_{6}$	0.0968	1.85
$γ_{7}$	-0.0490	-0.95
$γ_{8}$	-0.0448	-0.77
$γ_{9}$	0.1165	1.21

V-Lab

BP Prudhoe Bay Royalty Trust Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other BP Prudhoe Bay Royalty Trust Analyses