San Juan Basin Royalty Trust GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
49.39%
increased by 8.01%
1 Week
49.35%
increased by 7.97%
1 Month
49.20%
increased by 7.82%
Analysis last updated: Tuesday, June 9, 2026 at 09:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0320 | 13.34 | |
| 0.0332 | 16.48 | |
| 0.9509 | 540.91 | |
| 0.0236 | 6.86 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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