V-Lab: Pacific Coast Oil Trust MF2-GARCH Volatility Analysis

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Pacific Coast Oil Trust MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:158.71% (-5.02%)

Analysis last updated: Saturday, December 13, 2025 at 05:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0340	7.00
$β$	0.9344	327.15
$γ$	0.0631	6.34
$λ_{1}$	1.7797	17.91
$λ_{2}$	0.0005	0.67
$λ_{3}$	0.9995	1,354.37

Estimation Period:
May 3, 2012 to Dec 12, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts