V-Lab
Chevron Corp EGARCH Volatility Analysis
Volatility Prediction for Friday, October 4th, 2024:21.11% (-1.02%)
Analysis last updated: Thursday, October 3, 2024 at 09:47 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0196 | 10.78 | |
| 0.1406 | 37.29 | |
| 0.9800 | 903.25 | |
| -0.0606 | -19.18 |
Estimation Period:
Jan 2, 1990 to Sep 27, 2024
Jan 2, 1990 to Sep 27, 2024