Chevron Corp MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
29.61%
decreased by 1.23%
1 Week
29.38%
decreased by 1.46%
1 Month
28.76%
decreased by 2.08%
Analysis last updated: Tuesday, June 16, 2026 at 10:09 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.0316 | 16.83 | |
| 0.8947 | 252.89 | |
| 0.0738 | 22.79 | |
| 0.0124 | 6.70 | |
| 0.0238 | 5.36 | |
| 0.9710 | 185.77 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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