V-Lab: Sabine Royalty Trust Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Sabine Royalty Trust Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 13th, 2024:25.15% (+0.04%)

Analysis last updated: Tuesday, November 12, 2024 at 10:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0859	6.41
$α$	0.1595	10.42
$β$	0.7907	46.35
$γ_{1}$	0.0271	2.66
$γ_{2}$	-0.0401	-2.50
$γ_{3}$	0.0098	0.78
$γ_{4}$	0.0181	1.69
$γ_{5}$	-0.0242	-3.22

Estimation Period:
Jan 2, 1990 to Nov 8, 2024

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Volatility Forecasts

Volatility Forecasts