Permian Basin Royalty Trust MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
55.37%
increased by 8.37%
1 Week
54.16%
increased by 7.16%
1 Month
52.33%
increased by 5.33%
Analysis last updated: Tuesday, June 9, 2026 at 09:44 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0760 | 14.29 | |
| 0.6912 | 51.59 | |
| 0.0989 | 12.39 | |
| 0.0145 | 2.14 | |
| 0.0287 | 4.15 | |
| 0.9695 | 133.29 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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