PermRock Royalty Trust MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 3rd, 2026:60.62% (+22.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.2404 | 15.67 | |
| 0.5863 | 31.94 | |
| 0.0655 | 3.21 | |
| 0.2013 | 2.44 | |
| 0.0881 | 3.08 | |
| 0.8968 | 24.51 |
Estimation Period:
May 2, 2018 to Feb 27, 2026
May 2, 2018 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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