Permian Basin Royalty Trust MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.55% (-2.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0734 | 13.83 | |
| 0.6978 | 51.72 | |
| 0.0979 | 12.33 | |
| 0.0148 | 2.16 | |
| 0.0284 | 4.08 | |
| 0.9696 | 131.75 |
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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