V-Lab: Chevron Corp MF2-GARCH Volatility Analysis

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Chevron Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, November 3rd, 2025:19.06% (+1.06%)

Analysis last updated: Friday, October 31, 2025 at 11:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	86
$α$	0.0291	16.12
$β$	0.8953	260.96
$γ$	0.0783	23.91
$λ_{1}$	0.0124	6.74
$λ_{2}$	0.0240	5.39
$λ_{3}$	0.9707	184.79

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

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