V-Lab: Chevron Corp AGARCH Volatility Analysis

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Chevron Corp AGARCH Volatility Analysis

Volatility Prediction for Friday, November 7th, 2025:20.83% (-0.76%)

Analysis last updated: Thursday, November 6, 2025 at 11:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0284	13.20
$α$	0.0710	40.53
$β$	0.9070	466.32
$γ$	0.6106	26.25

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

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Volatility Forecasts

Volatility Forecasts