Mesa Royalty Trust Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:53.44% (-2.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5348 | 2.79 | |
| 0.1904 | 9.64 | |
| 0.7357 | 31.45 | |
| -0.2010 | -1.61 | |
| 0.3666 | 2.12 | |
| -0.2807 | -3.12 | |
| 0.3118 | 4.05 | |
| -0.4172 | -5.90 | |
| 0.3869 | 5.24 | |
| -0.3035 | -4.28 | |
| 0.2592 | 4.17 | |
| -0.2019 | -2.47 | |
| 0.0315 | 0.21 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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