V-Lab: Pacific Coast Oil Trust Zero Slope Spline-GARCH Volatility Analysis

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Pacific Coast Oil Trust Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:125.92% (-7.31%)

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
$ω$	0.1960	2.72
$α$	0.1540	5.51
$β$	0.7222	15.55
$γ_{1}$	0.4915	0.71
$γ_{2}$	-0.5735	-0.63
$γ_{3}$	-0.1086	-0.28
$γ_{4}$	-0.3181	-0.87
$γ_{5}$	1.8946	4.61
$γ_{6}$	-2.4632	-4.31
$γ_{7}$	0.8460	1.05
$γ_{8}$	0.9346	1.14
$γ_{9}$	-1.0171	-1.72

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

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts