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V-Lab

Chevron Corp GAS-GARCH Student T Volatility Analysis

Volatility prediction for Thursday, July 16th, 2026

1 Day

26.92%

decreased by 1.29%

1 Week

26.87%

decreased by 1.34%

1 Month

26.67%

decreased by 1.54%

Analysis last updated: Wednesday, July 15, 2026 at 09:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chevron Corp GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 2, 1990 to Jul 10, 2026

Model Insight

Volatility shocks decay with a half-life of 51 trading days, meaning a shock loses half its impact after approximately 51 days. Returns follow a Student-t distribution with v = 8.10 degrees of freedom, capturing fatter tails than a normal distribution.

𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

2.4413
10.10***
α

ARCH

Response to squared shocks

0.0634
39.23***
β

GARCH

Volatility persistence

0.9865
621.62***
ν

DF

Student-t tail thickness

8.1027
5.30***

Persistence:

0.987

Half-life:

51 days