Chevron Corp GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 6th, 2026
1 Day
29.18%
decreased by 0.99%
1 Week
29.04%
decreased by 1.13%
1 Month
28.56%
decreased by 1.61%
Analysis last updated: Thursday, April 2, 2026 at 10:31 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0421 | 20.56 | |
| 0.0345 | 16.56 | |
| 0.9179 | 452.15 | |
| 0.0610 | 12.70 |
Estimation Period:
Jan 2, 1990 to Apr 2, 2026
Jan 2, 1990 to Apr 2, 2026
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