V-Lab: VOC Energy Trust MF2-GARCH Volatility Analysis

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VOC Energy Trust MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, December 16th, 2025:35.93% (+0.51%)

Analysis last updated: Monday, December 15, 2025 at 10:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	86
$α$	0.0750	14.30
$β$	0.8445	57.43
$γ$	-0.0245	-1.98
$λ_{1}$	2.2686	0.12
$λ_{2}$	0.7891	0.11
$λ_{3}$	0.0000	0.00

Estimation Period:
May 6, 2011 to Dec 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts