V-Lab
Chevron Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 11th, 2025:24.01% (-0.69%)
Analysis last updated: Tuesday, March 11, 2025 at 02:27 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0394 | 19.57 | |
| 0.0320 | 15.79 | |
| 0.9203 | 462.00 | |
| 0.0634 | 13.55 |
Estimation Period:
Jan 2, 1990 to Mar 7, 2025
Jan 2, 1990 to Mar 7, 2025