V-Lab: Chevron Corp MF2-GARCH Volatility Analysis

V-Lab

Chevron Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, July 28th, 2025:21.00% (-0.28%)

Analysis last updated: Friday, July 25, 2025 at 10:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	86
$α$	0.0292	16.02
$β$	0.8942	258.29
$γ$	0.0793	23.99
$λ_{1}$	0.0129	6.62
$λ_{2}$	0.0252	5.34
$λ_{3}$	0.9694	174.25

Estimation Period:
Jan 2, 1990 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts