VOC Energy Trust EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.18% (-1.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0560 | 7.38 | |
| 0.1405 | 12.75 | |
| 0.9804 | 303.35 | |
| 0.0021 | 0.38 |
Estimation Period:
May 6, 2011 to Feb 6, 2026
May 6, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other VOC Energy Trust Analyses
Other EGARCH Analyses on Units