V-Lab
Permian Basin Royalty Trust Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 13th, 2024:43.48% (-1.25%)
Analysis last updated: Friday, May 10, 2024 at 10:07 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9214 | 6.36 | |
| 0.0847 | 8.38 | |
| 0.8836 | 55.76 | |
| -0.0348 | -1.59 | |
| 0.0307 | 0.90 | |
| 0.0234 | 0.86 | |
| -0.0403 | -1.49 | |
| 0.0611 | 2.50 | |
| -0.0669 | -3.86 |
Estimation Period:
Jan 2, 1990 to May 10, 2024
Jan 2, 1990 to May 10, 2024
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