V-Lab: Chevron Corp MF2-GARCH Volatility Analysis

V-Lab

Chevron Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:22.21% (-0.56%)

Analysis last updated: Friday, June 27, 2025 at 10:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	86
$α$	0.0295	16.11
$β$	0.8940	258.99
$γ$	0.0794	24.03
$λ_{1}$	0.0126	6.71
$λ_{2}$	0.0245	5.40
$λ_{3}$	0.9702	181.34

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts