Pacific Coast Oil Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:162.90% (-3.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0377 | 4.87 | |
| 0.0180 | 4.16 | |
| 0.9549 | 550.05 | |
| 0.0542 | 6.16 |
Estimation Period:
May 3, 2012 to Dec 12, 2025
May 3, 2012 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
Other Pacific Coast Oil Trust Analyses
Other GJR-GARCH Analyses on Units