V-Lab: Chevron Corp GAS-GARCH Student T Volatility Analysis

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V-Lab

Chevron Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:16.85% (+0.34%)

Analysis last updated: Thursday, April 25, 2024 at 09:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.4484	9.82
$α$	0.0660	37.27
$β$	0.9867	610.98
$ν$	8	5.01

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