Pacific Coast Oil Trust GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:822.38% (-88.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 9,390.4500 | 8.91 | |
| 0.1398 | 136.51 | |
| 0.9970 | 3,002.87 | |
| 2.0031 | 71,538.93 |
Estimation Period:
May 3, 2012 to Jan 30, 2026
May 3, 2012 to Jan 30, 2026
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