Chevron Corp GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
24.95%
decreased by 0.76%
1 Week
24.94%
decreased by 0.77%
1 Month
24.93%
decreased by 0.78%
Analysis last updated: Friday, June 12, 2026 at 11:55 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0419 | 20.62 | |
| 0.0346 | 16.63 | |
| 0.9183 | 454.61 | |
| 0.0600 | 12.65 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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