Permianville Royalty Trust EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:33.68% (-1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0633 | 12.04 | |
| 0.1803 | 18.56 | |
| 0.9785 | 438.58 | |
| -0.0057 | -0.62 |
Estimation Period:
Nov 3, 2011 to Feb 6, 2026
Nov 3, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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