V-Lab
Chevron Corp EGARCH Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:15.96% (-0.41%)
Analysis last updated: Tuesday, April 23, 2024 at 09:20 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0196 | 10.50 | |
| 0.1412 | 37.31 | |
| 0.9801 | 891.79 | |
| -0.0625 | -19.39 |
Estimation Period:
Jan 2, 1990 to Apr 19, 2024
Jan 2, 1990 to Apr 19, 2024