Nostrum Oil & Gas PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:52.89% (-1.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1893 | 9.07 | |
| 0.0479 | 8.13 | |
| 0.9218 | 303.04 | |
| 0.0605 | 5.67 |
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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