PermRock Royalty Trust Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.24% (+5.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7880 | 3.27 | |
| 0.2646 | 6.54 | |
| 0.6746 | 17.09 | |
| -0.1693 | -3.67 | |
| 0.2283 | 3.95 |
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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