Chevron Corp GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 13th, 2026
1 Day
32.61%
decreased by 0.90%
1 Week
32.38%
decreased by 1.13%
1 Month
31.55%
decreased by 1.96%
Analysis last updated: Friday, April 10, 2026 at 10:32 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0422 | 20.59 | |
| 0.0346 | 16.58 | |
| 0.9178 | 452.55 | |
| 0.0611 | 12.73 |
Estimation Period:
Jan 2, 1990 to Apr 10, 2026
Jan 2, 1990 to Apr 10, 2026
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