Pacific Coast Oil Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:679.09% (-16.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0421 | 3.93 | |
| 0.0175 | 3.83 | |
| 0.9530 | 418.36 | |
| 0.0590 | 4.85 |
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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