V-Lab
V-Lab
Chevron Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, July 2nd, 2025:21.09% (-0.09%)
Analysis last updated: Tuesday, July 1, 2025 at 09:37 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chevron Corp GJR-GARCH
paramt-stat
ω0.042120.17
α0.033216.31
β0.9172452.51
γ0.064913.43
Estimation Period:
Jan 2, 1990 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts