Chevron Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:21.74% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0419 | 20.44 | |
| 0.0341 | 16.43 | |
| 0.9181 | 453.16 | |
| 0.0614 | 12.80 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
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