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

V-Lab

Chevron Corp Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, September 22nd, 2025:20.77% (+2.44%)

Analysis last updated: Friday, September 19, 2025 at 10:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0597	29.37
$α$	0.2004	73.65
$β$	0.7756	257.86
$γ$	0.1279	29.26
$δ$	1.1454	25.07

Estimation Period:
Jan 2, 1990 to Sep 19, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts