Permianville Royalty Trust MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
30.60%
decreased by 0.78%
1 Week
31.87%
increased by 0.49%
1 Month
35.45%
increased by 4.07%
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 | |
|---|---|---|
| 81 | ||
| 0.0954 | 16.43 | |
| 0.8580 | 90.58 | |
| 0.0006 | 0.06 | |
| 0.0210 | 4.34 | |
| 0.0142 | 5.43 | |
| 0.9842 | 342.93 |
Estimation Period:
Nov 3, 2011 to Jun 5, 2026
Nov 3, 2011 to Jun 5, 2026
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