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

V-Lab

Chevron Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, July 28th, 2025:21.81% (-0.68%)

Analysis last updated: Friday, July 25, 2025 at 10:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.4413	10.01
$α$	0.0647	38.57
$β$	0.9863	609.60
$ν$	8.0886	5.33

Estimation Period:
Jan 2, 1990 to Jul 25, 2025