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V-Lab
V-Lab
Chevron Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:21.21% (+1.46%)
Analysis last updated: Friday, October 10, 2025 at 11:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chevron Corp GJR-GARCH
paramt-stat
ω0.041620.12
α0.032816.25
β0.9182456.38
γ0.063913.35
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Impact of return on volatility tomorrow
Volatility Forecasts