V-Lab: Chevron Corp GJR-GARCH Volatility Analysis

V-Lab

Chevron Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:21.74% (-0.58%)

Analysis last updated: Friday, June 27, 2025 at 10:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0421	20.17
$α$	0.0332	16.31
$β$	0.9172	452.51
$γ$	0.0649	13.43

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

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Volatility Forecasts