Shelf Drilling North Sea EGARCH Volatility Analysis
Volatility Prediction for Wednesday, November 19th, 2025:20.86% (+0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0199 | 1.64 | |
| 0.1051 | 12.13 | |
| 0.9946 | 300.84 | |
| -0.0403 | -2.24 |
Estimation Period:
Oct 14, 2022 to Oct 17, 2025
Oct 14, 2022 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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