North European Oil Royalty Trust MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
53.24%
decreased by 2.70%
1 Week
54.64%
decreased by 1.30%
1 Month
58.40%
increased by 2.46%
Analysis last updated: Tuesday, June 9, 2026 at 09:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0990 | 26.41 | |
| 0.7962 | 130.28 | |
| 0.0380 | 7.04 | |
| 0.0106 | 2.63 | |
| 0.0477 | 7.22 | |
| 0.9516 | 127.64 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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