Permian Basin Royalty Trust EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.50% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0440 | 22.78 | |
| 0.1570 | 39.13 | |
| 0.9811 | 926.48 | |
| -0.0161 | -3.55 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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