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

V-Lab

Chevron Corp Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, July 11th, 2025:24.05% (+0.39%)

Analysis last updated: Thursday, July 10, 2025 at 09:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0606	29.40
$α$	0.2014	73.55
$β$	0.7743	255.64
$γ$	0.1284	29.42
$δ$	1.1707	25.50

Estimation Period:
Jan 2, 1990 to Jul 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts