Chevron Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, December 26th, 2025:18.98% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.0291 | 16.16 | |
| 0.8955 | 259.63 | |
| 0.0778 | 23.80 | |
| 0.0127 | 6.65 | |
| 0.0247 | 5.32 | |
| 0.9699 | 177.25 |
Estimation Period:
Jan 2, 1990 to Dec 24, 2025
Jan 2, 1990 to Dec 24, 2025
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