Sabine Royalty Trust MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
26.82%
increased by 5.88%
1 Week
26.15%
increased by 5.21%
1 Month
25.84%
increased by 4.90%
Analysis last updated: Tuesday, June 9, 2026 at 09:24 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1049 | 22.65 | |
| 0.5732 | 46.61 | |
| 0.1740 | 21.49 | |
| 0.0497 | 3.88 | |
| 0.0593 | 5.09 | |
| 0.9261 | 64.05 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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