V-Lab
North European Oil Royalty Trust Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:69.29% (-4.36%)
Analysis last updated: Friday, May 17, 2024 at 10:42 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8708 | 5.99 | |
| 0.1218 | 9.42 | |
| 0.8073 | 37.77 | |
| 0.0745 | 1.52 | |
| -0.0668 | -0.88 | |
| -0.0121 | -0.22 | |
| -0.0238 | -0.50 | |
| 0.0919 | 1.82 | |
| -0.1713 | -3.37 | |
| 0.2493 | 4.93 | |
| -0.2637 | -5.11 | |
| 0.2504 | 4.58 | |
| -0.2567 | -2.99 |
Estimation Period:
Jan 2, 1990 to May 17, 2024
Jan 2, 1990 to May 17, 2024
News Impact Curve
Volatility Forecasts
Other North European Oil Royalty Trust Analyses