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

V-Lab

Chevron Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 9th, 2025:28.22% (-0.90%)

Analysis last updated: Thursday, May 8, 2025 at 09:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.4689	9.73
$α$	0.0649	38.70
$β$	0.9866	603.43
$ν$	8.0960	5.32

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