Pacific Coast Oil Trust AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:1,183.52% (-44.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0042 | 0.22 | |
| 0.1016 | 13.28 | |
| 0.9289 | 287.04 | |
| 0.6004 | 3.74 |
Estimation Period:
May 3, 2012 to Jan 30, 2026
May 3, 2012 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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