North European Oil Royalty Trust Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
57.64%
decreased by 2.22%
1 Week
60.31%
increased by 0.45%
1 Month
66.58%
increased by 6.72%
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 | |
|---|---|---|
| 0.8109 | 6.31 | |
| 0.1220 | 8.81 | |
| 0.8041 | 37.81 | |
| 0.0524 | 1.63 | |
| -0.0191 | -0.40 | |
| -0.1144 | -2.89 | |
| 0.1626 | 3.65 | |
| -0.1531 | -4.08 | |
| 0.1381 | 4.28 | |
| -0.0920 | -2.76 | |
| 0.0395 | 1.18 | |
| -0.0355 | -1.57 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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