V-Lab: Chevron Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Chevron Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:16.21% (-0.35%)

Analysis last updated: Friday, April 26, 2024 at 10:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9657	10.54
$α$	0.0679	8.00
$β$	0.9166	102.60
$γ_{1}$	0.0000	0.19

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts