Cross Timbers Royalty Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.38% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1731 | 28.17 | |
| 0.1071 | 21.16 | |
| 0.8467 | 284.49 | |
| 0.0428 | 4.45 |
Estimation Period:
Feb 28, 1992 to Feb 13, 2026
Feb 28, 1992 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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