V-Lab: Chevron Corp MF2-GARCH Volatility Analysis

V-Lab

Chevron Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, July 18th, 2025:22.43% (-0.52%)

Analysis last updated: Thursday, July 17, 2025 at 09:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	86
$α$	0.0292	16.01
$β$	0.8940	257.63
$γ$	0.0795	24.03
$λ_{1}$	0.0131	6.58
$λ_{2}$	0.0255	5.32
$λ_{3}$	0.9690	171.73

Estimation Period:
Jan 2, 1990 to Jul 11, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts