V-Lab: Chevron Corp Asy. MEM Volatility Analysis

V-Lab

Chevron Corp Asy. MEM Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:22.32% (-1.33%)

Analysis last updated: Monday, June 30, 2025 at 09:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0768	35.42
$α$	0.1516	41.63
$β$	0.7749	272.57
$γ$	0.0823	11.96

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts