Pacific Coast Oil Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:877.05% (-22.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0458 | 3.33 | |
| 0.0184 | 3.97 | |
| 0.9513 | 319.87 | |
| 0.0605 | 3.90 |
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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