Permian Basin Royalty Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.27% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0594 | 16.48 | |
| 0.0646 | 22.95 | |
| 0.9220 | 452.39 | |
| 0.0131 | 2.71 |
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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