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

V-Lab

Chevron Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, June 23rd, 2025:21.02% (-0.30%)

Analysis last updated: Friday, June 20, 2025 at 10:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.4410	10.05
$α$	0.0650	38.52
$β$	0.9862	608.42
$ν$	8.0993	5.34

Estimation Period:
Jan 2, 1990 to Jun 20, 2025