V-Lab: Chevron Corp EGARCH Volatility Analysis

V-Lab

Chevron Corp EGARCH Volatility Analysis

Volatility Prediction for Monday, July 14th, 2025:19.72% (-0.57%)

Analysis last updated: Friday, July 11, 2025 at 10:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0207	11.10
$α$	0.1429	37.20
$β$	0.9790	874.11
$γ$	-0.0617	-19.26

Estimation Period:
Jan 2, 1990 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts