V-Lab: North European Oil Royalty Trust MF2-GARCH Volatility Analysis

Skip to main content

V-Lab

North European Oil Royalty Trust MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, December 16th, 2025:38.23% (-0.99%)

Analysis last updated: Monday, December 15, 2025 at 10:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0968	25.99
$β$	0.7944	126.69
$γ$	0.0408	7.41
$λ_{1}$	0.0117	2.62
$λ_{2}$	0.0485	6.90
$λ_{3}$	0.9502	118.39

Estimation Period:
Jan 2, 1990 to Dec 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other North European Oil Royalty Trust Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
Zero Slope Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T