PermRock Royalty Trust GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, March 3rd, 2026:55.28% (+16.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 12.3626 | 4.20 | |
| 0.1955 | 18.77 | |
| 0.9468 | 76.59 | |
| 4.0103 | 9.60 |
Estimation Period:
May 2, 2018 to Feb 27, 2026
May 2, 2018 to Feb 27, 2026
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