Skip to main content
V-Lab
V-Lab
Permian Basin Royalty Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 16th, 2025:38.69% (-0.93%)
Analysis last updated: Monday, December 15, 2025 at 10:48 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Permian Basin Royalty Trust GJR-GARCH
paramt-stat
ω0.058716.39
α0.064422.94
β0.9225453.76
γ0.01282.67
Estimation Period:
Jan 2, 1990 to Dec 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts