San Juan Basin Royalty Trust Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.26% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0002 | 7.27 | |
| 0.0585 | 7.52 | |
| 0.9212 | 91.54 | |
| -0.0111 | -1.18 | |
| 0.0208 | 1.44 | |
| -0.0169 | -1.29 | |
| 0.0366 | 2.63 | |
| -0.0956 | -4.26 |
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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