Cross Timbers Royalty Trust EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.59% (-2.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0717 | 30.87 | |
| 0.2391 | 47.41 | |
| 0.9639 | 770.48 | |
| -0.0350 | -6.16 |
Estimation Period:
Feb 28, 1992 to Feb 6, 2026
Feb 28, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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