Cross Timbers Royalty Trust MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
23.29%
decreased by 0.61%
1 Week
25.54%
increased by 1.64%
1 Month
28.84%
increased by 4.94%
Analysis last updated: Tuesday, June 9, 2026 at 09:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1048 | 21.40 | |
| 0.6900 | 72.85 | |
| 0.1098 | 15.66 | |
| 0.0261 | 3.86 | |
| 0.0258 | 5.60 | |
| 0.9695 | 164.58 |
Estimation Period:
Feb 28, 1992 to Jun 5, 2026
Feb 28, 1992 to Jun 5, 2026
Other Cross Timbers Royalty Trust Analyses
Other MF2-GARCH Analyses on Units