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Shelf Drilling North Sea Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 19th, 2025:13.11% (+0.01%)
Analysis last updated: Wednesday, November 19, 2025 at 10:37 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Shelf Drilling North Sea SGARCH
paramt-stat
ω1.59022.69
α0.15452.41
β0.17030.71
γ123.61282.04
γ2-34.2090-2.15
γ36.36900.68
γ421.85942.51
γ5-38.7603-3.89
γ638.78613.39
γ7-45.0052-2.98
γ855.19453.09
γ9-39.0005-1.95
Estimation Period:
Oct 14, 2022 to Oct 17, 2025
Impact of return on volatility tomorrow
Volatility Forecasts