Chevron Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:19.99% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0416 | 20.12 | |
| 0.0328 | 16.25 | |
| 0.9182 | 456.38 | |
| 0.0639 | 13.35 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equities