North European Oil Royalty Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:74.59% (-1.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0288 | 11.84 | |
| 0.0459 | 19.37 | |
| 0.9363 | 470.27 | |
| 0.0320 | 7.15 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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