Permian Basin Royalty Trust Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.77% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9009 | 6.80 | |
| 0.0805 | 8.38 | |
| 0.8902 | 59.40 | |
| -0.0359 | -2.84 | |
| 0.0501 | 2.50 | |
| -0.0198 | -1.39 | |
| 0.0231 | 2.04 | |
| -0.0304 | -3.91 |
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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