Permian Basin Royalty Trust Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.40% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8777 | 6.88 | |
| 0.0812 | 8.29 | |
| 0.8873 | 57.28 | |
| -0.0384 | -3.08 | |
| 0.0554 | 2.78 | |
| -0.0272 | -1.87 | |
| 0.0367 | 2.79 | |
| -0.0607 | -3.60 |
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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