Pacific Coast Oil Trust EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:973.20% (-30.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0259 | 3.75 | |
| 0.1077 | 14.09 | |
| 0.9997 | 719.18 | |
| -0.1022 | -16.05 |
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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