PermRock Royalty Trust Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:35.04% (-4.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9514 | 3.46 | |
| 0.2681 | 6.48 | |
| 0.6701 | 16.88 | |
| -0.0655 | -3.13 |
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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