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Nostrum Oil & Gas PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:58.40% (-1.63%)
Analysis last updated: Saturday, February 7, 2026 at 01:05 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nostrum Oil & Gas PLC S0GARCH
paramt-stat
ω0.90343.84
α0.08684.44
β0.884627.23
γ1-0.3823-1.09
γ20.52840.94
γ30.15990.44
γ4-0.8170-1.77
γ50.98521.52
γ6-0.5850-1.08
γ70.08360.20
γ8-0.3056-0.73
γ90.59201.85
Estimation Period:
Mar 27, 2008 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts