PermRock Royalty Trust GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
35.72%
decreased by 2.96%
1 Week
39.35%
increased by 0.67%
1 Month
50.17%
increased by 11.49%
Analysis last updated: Tuesday, June 9, 2026 at 09:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6418 | 19.01 | |
| 0.2449 | 12.20 | |
| 0.6925 | 85.20 | |
| 0.0892 | 2.72 |
Estimation Period:
May 2, 2018 to Jun 5, 2026
May 2, 2018 to Jun 5, 2026
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