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

V-Lab

Chevron Corp Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, April 24th, 2025:37.32% (-1.00%)

Analysis last updated: Wednesday, April 23, 2025 at 09:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0602	29.23
$α$	0.2006	72.93
$β$	0.7757	255.15
$γ$	0.1301	29.61
$δ$	1.1911	25.76

Estimation Period:
Jan 2, 1990 to Apr 17, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts