V-Lab
Chevron Corp MEM Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
23.67%
decreased by 2.30%
1 Week
23.75%
decreased by 2.22%
1 Month
23.98%
decreased by 1.99%
Analysis last updated: Friday, August 7, 2026 at 10:33 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Aug 7, 2026Model Insight
Volatility shocks decay with a half-life of 21 trading days, meaning a shock loses half its impact after approximately 21 days.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0795 | 10.56*** |
α ARCH Response to squared shocks | 0.2066 | 44.28*** |
β GARCH Volatility persistence | 0.7609 | 248.25*** |
Persistence:
0.967
Half-life:
21 days
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