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 30th, 2025:21.48% (-0.82%)

Analysis last updated: Friday, June 27, 2025 at 10:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.4415	10.05
$α$	0.0649	38.57
$β$	0.9863	609.56
$ν$	8.1060	5.33

Estimation Period:
Jan 2, 1990 to Jun 27, 2025