Pacific Coast Oil Trust MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
573.54%
decreased by 14.96%
1 Week
572.86%
decreased by 15.64%
1 Month
570.16%
decreased by 18.34%
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 | |
|---|---|---|
| 0.0198 | 3.72 | |
| 0.9497 | 582.66 | |
| 0.0585 | 5.56 | |
| 70.8845 |
Estimation Period:
May 3, 2012 to May 22, 2026
May 3, 2012 to May 22, 2026
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