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

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V-Lab

Chevron Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, February 5th, 2025:24.86% (+2.06%)

Analysis last updated: Tuesday, February 4, 2025 at 10:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.4302	9.82
$α$	0.0645	37.10
$β$	0.9866	604.17
$ν$	8	5.00

Estimation Period:
Jan 2, 1990 to Jan 31, 2025