Cross Timbers Royalty Trust GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
22.22%
decreased by 0.79%
1 Week
23.58%
increased by 0.57%
1 Month
27.67%
increased by 4.66%
Analysis last updated: Tuesday, June 9, 2026 at 09:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1760 | 28.37 | |
| 0.1072 | 21.27 | |
| 0.8455 | 282.88 | |
| 0.0435 | 4.52 |
Estimation Period:
Feb 28, 1992 to Jun 5, 2026
Feb 28, 1992 to Jun 5, 2026
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