Chevron Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:20.71% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0415 | 20.13 | |
| 0.0328 | 16.27 | |
| 0.9184 | 457.13 | |
| 0.0636 | 13.29 |
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Jan 2, 1990 to Nov 21, 2025
News Impact Curve
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