V-Lab: North European Oil Royalty Trust Zero Slope Spline-GARCH Volatility Analysis

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North European Oil Royalty Trust Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, December 16th, 2025:50.38% (-0.80%)

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
$ω$	0.8229	6.40
$α$	0.1222	8.81
$β$	0.8024	36.99
$γ_{1}$	0.0487	1.52
$γ_{2}$	-0.0086	-0.18
$γ_{3}$	-0.1288	-3.07
$γ_{4}$	0.1771	3.82
$γ_{5}$	-0.1674	-4.38
$γ_{6}$	0.1528	4.70
$γ_{7}$	-0.1085	-3.20
$γ_{8}$	0.0596	1.80
$γ_{9}$	-0.0520	-2.28

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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