PermRock Royalty Trust AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:42.91% (-6.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5841 | 15.99 | |
| 0.3008 | 23.96 | |
| 0.6881 | 89.59 | |
| 0.3769 | 3.74 |
Estimation Period:
May 2, 2018 to Feb 6, 2026
May 2, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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