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
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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