Chevron Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 23rd, 2025:20.13% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0414 | 20.13 | |
| 0.0328 | 16.27 | |
| 0.9185 | 457.41 | |
| 0.0634 | 13.28 |
Estimation Period:
Jan 2, 1990 to Dec 19, 2025
Jan 2, 1990 to Dec 19, 2025
News Impact Curve
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