Chevron Corp MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, April 2nd, 2026
1 Day
31.69%
increased by 10.89%
1 Week
31.42%
increased by 10.62%
1 Month
30.59%
increased by 9.79%
Analysis last updated: Wednesday, April 1, 2026 at 09:38 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.0311 | 16.65 | |
| 0.8954 | 258.34 | |
| 0.0750 | 23.03 | |
| 0.0112 | 7.01 | |
| 0.0217 | 5.56 | |
| 0.9736 | 211.97 |
Estimation Period:
Jan 2, 1990 to Mar 27, 2026
Jan 2, 1990 to Mar 27, 2026
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