V-Lab: Mesa Royalty Trust MF2-GARCH Volatility Analysis

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Mesa Royalty Trust MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, December 16th, 2025:35.85% (-1.29%)

Analysis last updated: Tuesday, December 16, 2025 at 03:14 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.2025	30.22
$β$	0.7178	87.43
$γ$	-0.0063	-0.69
$λ_{1}$	0.0037	3.52
$λ_{2}$	0.0230	8.00
$λ_{3}$	0.9770	292.70

Estimation Period:
Jan 1, 1990 to Dec 12, 2025

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