North European Oil Royalty Trust Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:42.66% (-3.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8056 | 6.52 | |
| 0.1225 | 8.80 | |
| 0.7954 | 34.58 | |
| 0.0492 | 1.58 | |
| -0.0100 | -0.22 | |
| -0.1290 | -3.24 | |
| 0.1833 | 4.15 | |
| -0.1814 | -4.95 | |
| 0.1760 | 5.62 | |
| -0.1480 | -4.48 | |
| 0.1363 | 3.56 | |
| -0.2451 | -3.71 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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