Sabine Royalty Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 16th, 2025:44.24% (-4.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1517 | 27.20 | |
| 0.1021 | 19.47 | |
| 0.8183 | 232.14 | |
| 0.0827 | 6.74 |
Estimation Period:
Jan 2, 1990 to Dec 12, 2025
Jan 2, 1990 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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