San Juan Basin Royalty Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:31.19% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0320 | 13.30 | |
| 0.0335 | 16.46 | |
| 0.9507 | 535.02 | |
| 0.0233 | 6.76 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other San Juan Basin Royalty Trust Analyses
Other GJR-GARCH Analyses on Units