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

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MV Oil Trust Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, December 16th, 2025:128.29% (-18.39%)

Analysis last updated: Monday, December 15, 2025 at 10:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5813	1.95
$α$	0.2764	5.42
$β$	0.6901	18.65
$γ_{1}$	-0.5228	-1.70
$γ_{2}$	0.6723	1.67
$γ_{3}$	-0.2848	-1.43
$γ_{4}$	0.5210	2.96
$γ_{5}$	-0.8692	-4.64
$γ_{6}$	0.9087	3.56
$γ_{7}$	-0.8200	-2.70
$γ_{8}$	0.5907	1.94
$γ_{9}$	-0.2186	-0.95

Estimation Period:
Jan 19, 2007 to Dec 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts