V-Lab
Chevron Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 30th, 2024:23.90% (-0.81%)
Analysis last updated: Friday, December 27, 2024 at 11:18 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0398 | 19.53 | |
| 0.0324 | 15.91 | |
| 0.9193 | 458.50 | |
| 0.0644 | 13.57 |
Estimation Period:
Jan 2, 1990 to Dec 27, 2024
Jan 2, 1990 to Dec 27, 2024