V-Lab: Chevron Corp MF2-GARCH Volatility Analysis

V-Lab

Chevron Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, August 28th, 2025:19.42% (-0.26%)

Analysis last updated: Wednesday, August 27, 2025 at 09:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	86
$α$	0.0292	16.05
$β$	0.8949	261.28
$γ$	0.0791	24.01
$λ_{1}$	0.0122	6.81
$λ_{2}$	0.0238	5.46
$λ_{3}$	0.9711	189.29

Estimation Period:
Jan 2, 1990 to Aug 22, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts