Chevron Corp EGARCH Volatility Analysis
Volatility Prediction for Friday, January 2nd, 2026:17.43% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0202 | 11.07 | |
| 0.1419 | 37.06 | |
| 0.9793 | 886.22 | |
| -0.0606 | -19.05 |
Estimation Period:
Jan 2, 1990 to Dec 31, 2025
Jan 2, 1990 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equities