Cross Timbers Royalty Trust Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 16th, 2025:36.65% (-1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7406 | 6.25 | |
| 0.1293 | 9.85 | |
| 0.8292 | 55.57 | |
| -0.0279 | -0.48 | |
| 0.0669 | 0.78 | |
| -0.1334 | -1.85 | |
| 0.1764 | 1.98 | |
| -0.1300 | -1.62 | |
| 0.0918 | 1.41 | |
| -0.1083 | -1.81 | |
| 0.1867 | 3.61 | |
| -0.2292 | -4.59 | |
| 0.1340 | 3.32 |
Estimation Period:
Feb 28, 1992 to Dec 12, 2025
Feb 28, 1992 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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