Mesa Royalty Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 16th, 2025:28.38% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0329 | 17.29 | |
| 0.0940 | 20.37 | |
| 0.9005 | 342.52 | |
| 0.0110 | 1.74 |
Estimation Period:
Jan 1, 1990 to Dec 12, 2025
Jan 1, 1990 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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