V-Lab: Sabine Royalty Trust MF2-GARCH Volatility Analysis

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Sabine Royalty Trust MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, December 16th, 2025:38.79% (-6.16%)

Analysis last updated: Monday, December 15, 2025 at 10:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.1049	22.74
$β$	0.5825	47.26
$γ$	0.1738	21.28
$λ_{1}$	0.0622	3.63
$λ_{2}$	0.0746	4.36
$λ_{3}$	0.9076	42.96

Estimation Period:
Jan 2, 1990 to Dec 12, 2025

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