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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	86
α ARCH Response to squared shocks	0.0314	16.78***
β GARCH Volatility persistence	0.8942	253.45***
γ leverage Additional response to negative shocks	0.0744	23.03***
λ₁ tau intercept Baseline long-term coefficient	0.0127	6.61***
λ₂ forecast adj. Forecast performance sensitivity	0.0245	5.33***
λ₃ tau persistence Long-term factor persistence	0.9701	178.56***

V-Lab

Chevron Corp MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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