V-Lab: Chevron Corp GAS-GARCH Student T Volatility Analysis

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V-Lab

Chevron Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, December 30th, 2024:20.90% (-0.94%)

Analysis last updated: Friday, December 27, 2024 at 11:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.4235	9.92
$α$	0.0648	37.22
$β$	0.9865	605.61
$ν$	8	5.00

Estimation Period:
Jan 2, 1990 to Dec 27, 2024