Pacific Coast Oil Trust GJR-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, June 10th, 2026
1 Day
577.94%
increased by 0.23%
1 Week
577.96%
increased by 0.25%
1 Month
578.03%
increased by 0.32%
Analysis last updated: Wednesday, June 10, 2026 at 12:54 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0412 | 4.76 | |
| 0.0164 | 3.38 | |
| 0.9534 | 530.26 | |
| 0.0604 | 5.89 |
Estimation Period:
May 3, 2012 to May 22, 2026
May 3, 2012 to May 22, 2026
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