Chevron Corp GJR-GARCH Volatility Analysis
Volatility prediction for Friday, May 1st, 2026
1 Day
25.66%
decreased by 0.85%
1 Week
25.63%
decreased by 0.88%
1 Month
25.54%
decreased by 0.97%
Analysis last updated: Thursday, April 30, 2026 at 09:37 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0422 | 20.62 | |
| 0.0346 | 16.59 | |
| 0.9179 | 452.82 | |
| 0.0607 | 12.70 |
Estimation Period:
Jan 2, 1990 to Apr 24, 2026
Jan 2, 1990 to Apr 24, 2026
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