Chevron Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 2nd, 2025:18.88% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0414 | 20.13 | |
| 0.0329 | 16.29 | |
| 0.9184 | 457.15 | |
| 0.0635 | 13.28 |
Estimation Period:
Jan 2, 1990 to Nov 28, 2025
Jan 2, 1990 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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