Sabine Royalty Trust MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.07% (-2.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1061 | 22.73 | |
| 0.5711 | 46.56 | |
| 0.1758 | 21.52 | |
| 0.0500 | 3.89 | |
| 0.0596 | 5.09 | |
| 0.9258 | 63.68 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Sabine Royalty Trust Analyses
Other MF2-GARCH Analyses on Units