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V-Lab
Permian Basin Royalty Trust MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 16th, 2025:39.76% (-0.40%)
Analysis last updated: Monday, December 15, 2025 at 10:49 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Permian Basin Royalty Trust MF2-GARCH
paramt-stat
m21
α0.073413.78
β0.695751.34
γ0.098812.41
λ10.01462.13
λ20.02864.07
λ30.9695130.92
Estimation Period:
Jan 2, 1990 to Dec 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts