Sabine Royalty Trust GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
25.27%
increased by 3.57%
1 Week
25.77%
increased by 4.07%
1 Month
27.28%
increased by 5.58%
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 | |
|---|---|---|
| 0.1532 | 27.38 | |
| 0.1026 | 19.67 | |
| 0.8174 | 231.28 | |
| 0.0812 | 6.66 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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