Permianville Royalty Trust GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
31.35%
decreased by 0.84%
1 Week
32.24%
increased by 0.05%
1 Month
35.40%
increased by 3.21%
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 | |
|---|---|---|
| 0.1509 | 12.63 | |
| 0.0831 | 11.32 | |
| 0.9054 | 222.56 | |
| 0.0040 | 0.36 |
Estimation Period:
Nov 3, 2011 to Jun 5, 2026
Nov 3, 2011 to Jun 5, 2026
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