Chevron Corp EGARCH Volatility Analysis
Volatility prediction for Monday, June 1st, 2026
1 Day
27.76%
decreased by 1.19%
1 Week
27.69%
decreased by 1.26%
1 Month
27.45%
decreased by 1.50%
Analysis last updated: Friday, May 29, 2026 at 10:27 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0205 | 11.78 | |
| 0.1421 | 37.04 | |
| 0.9793 | 906.79 | |
| -0.0575 | -18.05 |
Estimation Period:
Jan 2, 1990 to May 29, 2026
Jan 2, 1990 to May 29, 2026
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