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	param	t-stat
$ω$	0.5548	3.10
$α$	0.1859	9.51
$β$	0.7384	31.47
$γ_{1}$	-0.1634	-1.41
$γ_{2}$	0.3016	1.85
$γ_{3}$	-0.2253	-2.59
$γ_{4}$	0.2559	3.35
$γ_{5}$	-0.3732	-5.28
$γ_{6}$	0.3715	5.00
$γ_{7}$	-0.3182	-4.41
$γ_{8}$	0.3001	4.96
$γ_{9}$	-0.2791	-4.08
$γ_{10}$	0.1713	2.82

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Mesa Royalty Trust Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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