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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0370	21.28***
α ARCH Response to squared shocks	0.0710	33.33***
β GARCH Volatility persistence	0.9191	434.58***
γ leverage Additional response to negative shocks	0.3333	19.36***
δ power Transformation power	1.4749	31.15***

V-Lab

Chevron Corp APARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Chevron Corp Analyses