Cross Timbers Royalty Trust Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
25.98%
decreased by 0.67%
1 Week
28.00%
increased by 1.35%
1 Month
33.32%
increased by 6.67%
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 | |
|---|---|---|
| 0.7535 | 6.63 | |
| 0.1312 | 9.94 | |
| 0.8233 | 53.79 | |
| -0.0145 | -0.27 | |
| 0.0427 | 0.53 | |
| -0.1125 | -1.72 | |
| 0.1624 | 1.96 | |
| -0.1285 | -1.66 | |
| 0.0994 | 1.55 | |
| -0.1163 | -1.95 | |
| 0.1933 | 3.73 | |
| -0.2500 | -5.53 | |
| 0.1636 | 4.70 |
Estimation Period:
Feb 28, 1992 to Jun 5, 2026
Feb 28, 1992 to Jun 5, 2026
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