V-Lab
North European Oil Royalty Trust Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 13th, 2024:61.67% (-3.23%)
Analysis last updated: Friday, May 10, 2024 at 09:28 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8716 | 6.00 | |
| 0.1219 | 9.41 | |
| 0.8070 | 37.66 | |
| 0.0749 | 1.52 | |
| -0.0676 | -0.89 | |
| -0.0109 | -0.20 | |
| -0.0259 | -0.54 | |
| 0.0948 | 1.87 | |
| -0.1746 | -3.44 | |
| 0.2520 | 4.98 | |
| -0.2648 | -5.13 | |
| 0.2495 | 4.56 | |
| -0.2531 | -2.93 |
Estimation Period:
Jan 2, 1990 to May 10, 2024
Jan 2, 1990 to May 10, 2024
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