Sabine Royalty Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:23.21% (-1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1550 | 27.33 | |
| 0.1040 | 19.74 | |
| 0.8154 | 228.46 | |
| 0.0822 | 6.67 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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