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 2nd, 2025:22.85% (-0.50%)

Analysis last updated: Saturday, May 31, 2025 at 03:28 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.4467	10.00
$α$	0.0651	38.48
$β$	0.9863	607.32
$ν$	8.0853	5.35

Estimation Period:
Jan 2, 1990 to May 30, 2025