V-Lab: Chevron Corp MF2-GARCH Volatility Analysis

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V-Lab

Chevron Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:16.14% (-0.29%)

Analysis last updated: Monday, April 29, 2024 at 09:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	86
$α$	0.0279	15.32
$β$	0.8977	267.34
$γ$	0.0813	24.70
$λ_{1}$	0.0126	7.01
$λ_{2}$	0.0257	5.43
$λ_{3}$	0.9690	175.13

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts