V-Lab: Chevron Corp AGARCH Volatility Analysis

Skip to main content

V-Lab

Chevron Corp AGARCH Volatility Analysis

Volatility Prediction for Monday, November 17th, 2025:19.72% (-0.71%)

Analysis last updated: Friday, November 14, 2025 at 11:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0284	13.25
$α$	0.0709	40.51
$β$	0.9071	466.84
$γ$	0.6094	26.20

Estimation Period:
Jan 2, 1990 to Nov 14, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts