Pacific Coast Oil Trust Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
510.45%
decreased by 58.51%
1 Week
490.82%
decreased by 78.14%
1 Month
438.40%
decreased by 130.56%
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 | |
|---|---|---|
| 0.1958 | 2.49 | |
| 0.1472 | 5.73 | |
| 0.7755 | 21.27 | |
| 1.0308 | 1.22 | |
| -1.4741 | -1.37 | |
| 0.8331 | 1.48 | |
| -1.7192 | -2.47 | |
| 3.1882 | 3.23 | |
| -2.7088 | -2.23 | |
| 0.5988 | 0.63 | |
| -0.0569 | -0.09 | |
| 1.3912 | 1.59 | |
| -1.7225 | -2.12 |
Estimation Period:
May 3, 2012 to May 22, 2026
May 3, 2012 to May 22, 2026
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