Pacific Coast Oil Trust EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:719.68% (-23.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0277 | 4.16 | |
| 0.1087 | 14.64 | |
| 0.9990 | 769.06 | |
| -0.0982 | -15.72 |
Estimation Period:
May 3, 2012 to Feb 13, 2026
May 3, 2012 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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