San Juan Basin Royalty Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:32.20% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0319 | 13.29 | |
| 0.0333 | 16.46 | |
| 0.9509 | 537.52 | |
| 0.0234 | 6.79 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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