Cross Timbers Royalty Trust MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.71% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1038 | 21.02 | |
| 0.6903 | 72.18 | |
| 0.1098 | 15.63 | |
| 0.0262 | 3.83 | |
| 0.0261 | 5.56 | |
| 0.9693 | 162.28 |
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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