Chevron Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 15th, 2026:27.24% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.0318 | 16.82 | |
| 0.8951 | 257.57 | |
| 0.0748 | 22.78 | |
| 0.0111 | 7.07 | |
| 0.0215 | 5.57 | |
| 0.9739 | 214.51 |
Estimation Period:
Jan 2, 1990 to Jan 9, 2026
Jan 2, 1990 to Jan 9, 2026
News Impact Curve
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