V-Lab: Chevron Corp APARCH Volatility Analysis

V-Lab

Chevron Corp APARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:31.01% (-1.20%)

Analysis last updated: Friday, May 9, 2025 at 10:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0361	21.10
$α$	0.0714	32.94
$β$	0.9195	429.26
$γ$	0.3695	20.29
$δ$	1.4300	30.81

Estimation Period:
Jan 2, 1990 to May 9, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts