V-Lab: Chevron Corp Asy. Power MEM Volatility Analysis

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V-Lab

Chevron Corp Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, April 25th, 2024:19.79% (-0.81%)

Analysis last updated: Wednesday, April 24, 2024 at 09:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0558	28.72
$α$	0.1944	72.03
$β$	0.7836	264.47
$γ$	0.1317	28.98
$δ$	1.1563	24.88

Estimation Period:
Jan 2, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts