Pacific Coast Oil Trust AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:836.57% (-29.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0039 | 0.21 | |
| 0.0925 | 16.67 | |
| 0.9320 | 338.90 | |
| 0.6426 | 4.03 |
Estimation Period:
May 3, 2012 to Feb 20, 2026
May 3, 2012 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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