V-Lab: Chevron Corp MF2-GARCH Volatility Analysis

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Chevron Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, November 28th, 2025:19.61% (-0.52%)

Analysis last updated: Thursday, November 27, 2025 at 12:19 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	86
$α$	0.0292	16.18
$β$	0.8955	260.16
$γ$	0.0778	23.80
$λ_{1}$	0.0125	6.70
$λ_{2}$	0.0243	5.36
$λ_{3}$	0.9704	181.55

Estimation Period:
Jan 2, 1990 to Nov 26, 2025

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