Pacific Coast Oil Trust MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
572.96%
increased by 2.38%
1 Week
572.29%
increased by 1.71%
1 Month
569.60%
decreased by 0.98%
Analysis last updated: Wednesday, June 10, 2026 at 12:54 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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