Pacific Coast Oil Trust Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:590.66% (-97.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1785 | 2.90 | |
| 0.1768 | 5.27 | |
| 0.6962 | 14.41 | |
| 0.9492 | 1.33 | |
| -1.2941 | -1.43 | |
| 0.6166 | 1.24 | |
| -1.4180 | -2.36 | |
| 2.6485 | 3.36 | |
| -1.9588 | -2.05 | |
| 0.0931 | 0.12 | |
| -0.1753 | -0.22 | |
| 2.0271 | 1.70 | |
| -2.3584 | -2.13 |
Estimation Period:
May 3, 2012 to Jan 30, 2026
May 3, 2012 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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