V-Lab: VOC Energy Trust Zero Slope Spline-GARCH Volatility Analysis

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VOC Energy Trust Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, December 16th, 2025:39.88% (+0.74%)

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
$ω$	0.6739	2.56
$α$	0.0877	4.75
$β$	0.8699	37.51
$γ_{1}$	-0.5073	-1.09
$γ_{2}$	1.0195	1.55
$γ_{3}$	-0.9100	-3.04
$γ_{4}$	0.7145	2.55
$γ_{5}$	-0.7169	-1.77
$γ_{6}$	0.6891	1.61
$γ_{7}$	-0.3655	-1.34

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts