V-Lab
V-Lab
Chevron Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, June 2nd, 2025:25.65% (-0.51%)
Analysis last updated: Saturday, May 31, 2025 at 03:25 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chevron Corp GJR-GARCH
paramt-stat
ω0.041820.00
α0.033016.18
β0.9177448.09
γ0.064813.44
Estimation Period:
Jan 2, 1990 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts