North European Oil Royalty Trust Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:59.93% (+0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8265 | 6.34 | |
| 0.1236 | 8.91 | |
| 0.8029 | 37.71 | |
| 0.0510 | 1.58 | |
| -0.0136 | -0.28 | |
| -0.1232 | -2.96 | |
| 0.1715 | 3.70 | |
| -0.1616 | -4.20 | |
| 0.1473 | 4.49 | |
| -0.1032 | -3.02 | |
| 0.0535 | 1.59 | |
| -0.0470 | -2.05 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other North European Oil Royalty Trust Analyses
Other Zero Slope Spline-GARCH Analyses on Units