Skip to main content
V-Lab

Chevron Corp GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

23.53%

decreased by 1.06%

1 Week

23.56%

decreased by 1.03%

1 Month

23.69%

decreased by 0.90%

Analysis last updated: Friday, July 24, 2026 at 10:28 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 24, 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

2.4340
10.14***
α

ARCH

Response to squared shocks

0.0633
39.20***
β

GARCH

Volatility persistence

0.9864
620.01***
ν

DF

Student-t tail thickness

8.1030
5.29***

Persistence:

0.986

Half-life:

51 days