Cross Timbers Royalty Trust Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:27.52% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7404 | 6.35 | |
| 0.1299 | 9.87 | |
| 0.8270 | 54.85 | |
| -0.0241 | -0.43 | |
| 0.0596 | 0.71 | |
| -0.1264 | -1.81 | |
| 0.1710 | 1.96 | |
| -0.1279 | -1.61 | |
| 0.0924 | 1.43 | |
| -0.1094 | -1.84 | |
| 0.1876 | 3.66 | |
| -0.2337 | -4.86 | |
| 0.1406 | 3.65 |
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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