V-Lab: Chevron Corp Asy. Power MEM Volatility Analysis

V-Lab

Chevron Corp Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, August 12th, 2025:22.80% (+0.86%)

Analysis last updated: Monday, August 11, 2025 at 09:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0597	29.31
$α$	0.2008	73.59
$β$	0.7752	256.96
$γ$	0.1285	29.41
$δ$	1.1411	24.97

Estimation Period:
Jan 2, 1990 to Aug 8, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts