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V-Lab

Chevron Corp GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, August 24th, 2026

1 Day

24.24%

decreased by 1.09%

1 Week

24.25%

decreased by 1.08%

1 Month

24.30%

decreased by 1.03%

Analysis last updated: Friday, August 21, 2026 at 10:36 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 Aug 21, 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

2.4350
10.15***
α

ARCH

Response to squared shocks

0.0635
39.15***
β

GARCH

Volatility persistence

0.9864
619.21***
ν

DF

Student-t tail thickness

8.1021
5.31***

Persistence:

0.986

Half-life:

51 days