San Juan Basin Royalty Trust Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.49% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0579 | 7.34 | |
| 0.0525 | 6.96 | |
| 0.9349 | 104.02 | |
| -0.0045 | -1.04 | |
| 0.0138 | 2.13 | |
| -0.0148 | -4.18 |
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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