V-Lab: Chevron Corp MEM Volatility Analysis

V-Lab

Chevron Corp MEM Volatility Analysis

Volatility Prediction for Tuesday, July 8th, 2025:21.38% (-0.01%)

Analysis last updated: Monday, July 7, 2025 at 09:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0773	10.36
$α$	0.2064	44.15
$β$	0.7621	248.24

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts