Nostrum Oil & Gas PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.59% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0583 | 8.77 | |
| 0.1378 | 18.52 | |
| 0.9878 | 785.83 | |
| -0.0435 | -5.16 |
Estimation Period:
Mar 27, 2008 to Feb 6, 2026
Mar 27, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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