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V-Lab
V-Lab
San Juan Basin Royalty Trust MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 16th, 2025:38.97% (-0.52%)
Analysis last updated: Monday, December 15, 2025 at 10:33 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of San Juan Basin Royalty Trust MF2-GARCH
paramt-stat
m41
α0.064017.95
β0.751063.18
γ0.065212.22
λ10.03912.16
λ20.05933.33
λ30.935045.84
Estimation Period:
Jan 2, 1990 to Dec 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts