V-Lab
Chevron Corp EGARCH Volatility Analysis
Volatility Prediction for Monday, July 29th, 2024:20.35% (-0.97%)
Analysis last updated: Friday, July 26, 2024 at 11:29 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0195 | 10.54 | |
| 0.1402 | 37.19 | |
| 0.9802 | 901.71 | |
| -0.0615 | -19.21 |
Estimation Period:
Jan 2, 1990 to Jul 26, 2024
Jan 2, 1990 to Jul 26, 2024