V-Lab: Mesa Royalty Trust Zero Slope Spline-GARCH Volatility Analysis

Skip to main content

V-Lab

Mesa Royalty Trust Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, December 16th, 2025:43.71% (-0.99%)

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
$ω$	0.5609	2.83
$α$	0.1900	9.68
$β$	0.7428	32.86
$γ_{1}$	-0.1848	-1.45
$γ_{2}$	0.3366	1.90
$γ_{3}$	-0.2529	-2.69
$γ_{4}$	0.2843	3.54
$γ_{5}$	-0.3873	-5.33
$γ_{6}$	0.3521	4.68
$γ_{7}$	-0.2721	-3.79
$γ_{8}$	0.2457	3.82
$γ_{9}$	-0.2215	-2.80
$γ_{10}$	0.1244	1.82

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts