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V-Lab
V-Lab
San Juan Basin Royalty Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 16th, 2025:41.60% (-0.41%)
Analysis last updated: Monday, December 15, 2025 at 10:32 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of San Juan Basin Royalty Trust GJR-GARCH
paramt-stat
ω0.031713.24
α0.033216.45
β0.9510539.73
γ0.02366.85
Estimation Period:
Jan 2, 1990 to Dec 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts