PermRock Royalty Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:45.23% (-6.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6094 | 18.63 | |
| 0.2479 | 12.08 | |
| 0.6969 | 87.13 | |
| 0.0841 | 2.49 |
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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