V-Lab: Chevron Corp Asy. MEM Volatility Analysis

V-Lab

Chevron Corp Asy. MEM Volatility Analysis

Volatility Prediction for Friday, September 19th, 2025:17.99% (+0.16%)

Analysis last updated: Thursday, September 18, 2025 at 09:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0762	35.44
$α$	0.1512	41.70
$β$	0.7766	275.88
$γ$	0.0804	11.75

Estimation Period:
Jan 2, 1990 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts