Permian Basin Royalty Trust Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 16th, 2025:41.88% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8959 | 6.81 | |
| 0.0806 | 8.33 | |
| 0.8896 | 58.78 | |
| -0.0365 | -2.87 | |
| 0.0512 | 2.53 | |
| -0.0210 | -1.47 | |
| 0.0249 | 2.19 | |
| -0.0322 | -4.07 |
Estimation Period:
Jan 2, 1990 to Dec 12, 2025
Jan 2, 1990 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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