Chevron Corp GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
24.66%
increased by 0.05%
1 Week
24.67%
increased by 0.06%
1 Month
24.69%
increased by 0.08%
Analysis last updated: Tuesday, June 9, 2026 at 09:37 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0419 | 20.61 | |
| 0.0345 | 16.61 | |
| 0.9183 | 454.62 | |
| 0.0601 | 12.65 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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