Cross Timbers Royalty Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 16th, 2025:35.83% (-1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1713 | 28.06 | |
| 0.1075 | 21.17 | |
| 0.8477 | 286.08 | |
| 0.0408 | 4.25 |
Estimation Period:
Feb 28, 1992 to Dec 12, 2025
Feb 28, 1992 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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