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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 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

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