Pacific Coast Oil Trust Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:405.14% (-59.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1867 | 2.86 | |
| 0.1730 | 5.26 | |
| 0.7082 | 15.63 | |
| 0.9147 | 1.26 | |
| -1.2550 | -1.36 | |
| 0.6117 | 1.21 | |
| -1.4266 | -2.34 | |
| 2.6958 | 3.35 | |
| -2.0469 | -2.09 | |
| 0.1442 | 0.18 | |
| -0.1101 | -0.15 | |
| 1.8248 | 1.65 | |
| -2.1368 | -2.09 |
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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