Chevron Corp GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
26.95%
decreased by 0.96%
1 Week
26.88%
decreased by 1.03%
1 Month
26.64%
decreased by 1.27%
Analysis last updated: Friday, May 22, 2026 at 10:33 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0419 | 20.59 | |
| 0.0345 | 16.59 | |
| 0.9183 | 454.83 | |
| 0.0603 | 12.68 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
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