North European Oil Royalty Trust GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
48.64%
decreased by 1.49%
1 Week
48.70%
decreased by 1.43%
1 Month
48.93%
decreased by 1.20%
Analysis last updated: Tuesday, June 9, 2026 at 09:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0300 | 12.24 | |
| 0.0476 | 19.90 | |
| 0.9347 | 466.89 | |
| 0.0313 | 6.95 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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