Chevron Corp EGARCH Volatility Analysis
Volatility prediction for Tuesday, May 12th, 2026
1 Day
28.56%
decreased by 0.58%
1 Week
28.46%
decreased by 0.68%
1 Month
28.09%
decreased by 1.05%
Analysis last updated: Monday, May 11, 2026 at 09:36 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0206 | 11.75 | |
| 0.1424 | 37.07 | |
| 0.9792 | 902.52 | |
| -0.0578 | -18.10 |
Estimation Period:
Jan 2, 1990 to May 8, 2026
Jan 2, 1990 to May 8, 2026
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