San Juan Basin Royalty Trust Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:35.69% (+1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0629 | 7.33 | |
| 0.0524 | 6.95 | |
| 0.9351 | 104.03 | |
| -0.0043 | -1.00 | |
| 0.0135 | 2.07 | |
| -0.0145 | -4.09 |
Estimation Period:
Jan 2, 1990 to Feb 27, 2026
Jan 2, 1990 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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