V-Lab: Chevron Corp MF2-GARCH Volatility Analysis

V-Lab

Chevron Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:24.50% (-0.39%)

Analysis last updated: Saturday, May 31, 2025 at 03:29 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	86
$α$	0.0294	16.05
$β$	0.8943	258.48
$γ$	0.0793	23.99
$λ_{1}$	0.0126	6.72
$λ_{2}$	0.0246	5.39
$λ_{3}$	0.9701	180.86

Estimation Period:
Jan 2, 1990 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts