Sitio Royalties Corp MF2-GARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, August 19th, 2025):
1 Day
33.18%
1 Week
33.31%
1 Month
33.78%
Analysis last updated: Monday, August 18, 2025 at 09:48 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0091 | 2.14 | |
| 0.9526 | 231.39 | |
| 0.0483 | 6.95 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.02 | |
| 0.9997 | 1,817.57 |
Estimation Period:
Oct 11, 2017 to Aug 15, 2025
Oct 11, 2017 to Aug 15, 2025
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