V-Lab: Pacific Coast Oil Trust Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Pacific Coast Oil Trust Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:55.32% (+9.34%)

Analysis last updated: Friday, April 26, 2024 at 02:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2834	3.93
$α$	0.1342	4.91
$β$	0.7724	17.66
$γ_{1}$	1.5788	2.56
$γ_{2}$	-2.0691	-2.54
$γ_{3}$	0.7013	0.97
$γ_{4}$	-0.6009	-0.89
$γ_{5}$	-0.5120	-0.84
$γ_{6}$	3.3847	3.69
$γ_{7}$	-4.2567	-3.38
$γ_{8}$	2.0874	1.84
$γ_{9}$	-0.9347	-1.08
$γ_{10}$	1.1522	1.47

Estimation Period:
May 3, 2012 to Apr 19, 2024

News Impact Curve

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Volatility Forecasts

Volatility Forecasts