Chevron Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:20.66% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0420 | 20.44 | |
| 0.0341 | 16.38 | |
| 0.9179 | 451.93 | |
| 0.0617 | 12.84 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
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