Mesa Royalty Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:59.67% (-1.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0333 | 17.24 | |
| 0.0953 | 20.20 | |
| 0.9001 | 341.20 | |
| 0.0092 | 1.44 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Mesa Royalty Trust Analyses
Other GJR-GARCH Analyses on Units