Chevron Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:18.69% (+1.27%)
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
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