Pacific Coast Oil Trust Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:793.51% (-88.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1624 | 2.58 | |
| 0.1583 | 5.18 | |
| 0.7164 | 13.93 | |
| 0.5650 | 0.79 | |
| -0.6483 | -0.69 | |
| -0.1439 | -0.36 | |
| -0.1959 | -0.54 | |
| 1.7554 | 4.35 | |
| -2.4928 | -4.73 | |
| 1.1363 | 1.39 | |
| 0.3036 | 0.31 | |
| 1.2554 | 0.85 |
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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