PermRock Royalty Trust MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
34.69%
decreased by 0.68%
1 Week
40.12%
increased by 4.75%
1 Month
49.44%
increased by 14.07%
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 | |
|---|---|---|
| 36 | ||
| 0.2315 | 15.25 | |
| 0.5726 | 28.77 | |
| 0.0857 | 4.27 | |
| 0.2433 | 2.20 | |
| 0.1051 | 2.60 | |
| 0.8768 | 17.17 |
Estimation Period:
May 2, 2018 to Jun 5, 2026
May 2, 2018 to Jun 5, 2026
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