Mesa Royalty Trust GJR-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, June 10th, 2026
1 Day
29.57%
decreased by 1.38%
1 Week
29.84%
decreased by 1.11%
1 Month
30.90%
decreased by 0.05%
Analysis last updated: Tuesday, June 9, 2026 at 09:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0321 | 17.27 | |
| 0.0924 | 20.25 | |
| 0.9026 | 349.83 | |
| 0.0100 | 1.61 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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