PermRock Royalty Trust EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:55.80% (+2.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1833 | 17.80 | |
| 0.4408 | 30.22 | |
| 0.9288 | 201.82 | |
| -0.0355 | -2.59 |
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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