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Shelf Drilling North Sea Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 19th, 2025:24.89% (0.00%)
Analysis last updated: Wednesday, November 19, 2025 at 10:37 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

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graph of Shelf Drilling North Sea S0GARCH
paramt-stat
ω1.58242.66
α0.15592.40
β0.18410.77
γ123.33702.01
γ2-33.8044-2.12
γ36.22050.66
γ421.74432.48
γ5-38.3353-3.82
γ638.06483.32
γ7-43.8525-2.96
γ852.86213.34
γ9-33.1236-3.29
Estimation Period:
Oct 14, 2022 to Oct 17, 2025
Impact of return on volatility tomorrow
Volatility Forecasts