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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0645	29.12***
α ARCH Response to squared shocks	0.2053	72.61***
β GARCH Volatility persistence	0.7689	244.41***
γ leverage Additional response to negative shocks	0.1098	24.65***
δ power Transformation power	1.2262	26.15***

V-Lab

Chevron Corp Asy. Power MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Chevron Corp Analyses