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V-Lab

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 Tuesday, June 9th, 2026

1 Day

580.66%

decreased by 14.00%

1 Week

580.67%

decreased by 13.99%

1 Month

580.75%

decreased by 13.91%

Analysis last updated: Tuesday, June 9, 2026 at 01:44 PM UTC

Date Range:

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graph of Pacific Coast Oil Trust GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time