V-Lab: Chevron Corp GJR-GARCH Volatility Analysis

V-Lab

Chevron Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, July 28th, 2025:20.25% (-0.35%)

Analysis last updated: Friday, July 25, 2025 at 10:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0418	20.11
$α$	0.0329	16.24
$β$	0.9178	455.05
$γ$	0.0646	13.43

Estimation Period:
Jan 2, 1990 to Jul 25, 2025

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Volatility Forecasts

Volatility Forecasts