Chevron Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:21.64% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0420 | 20.46 | |
| 0.0341 | 16.45 | |
| 0.9180 | 453.12 | |
| 0.0614 | 12.80 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
News Impact Curve
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