Chevron Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.03% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.0314 | 16.72 | |
| 0.8955 | 258.38 | |
| 0.0746 | 22.85 | |
| 0.0111 | 7.05 | |
| 0.0215 | 5.57 | |
| 0.9738 | 214.11 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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