V-Lab: Chevron Corp MF2-GARCH Volatility Analysis

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Chevron Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 8th, 2025:20.05% (+1.04%)

Analysis last updated: Saturday, December 6, 2025 at 12:55 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	86
$α$	0.0292	16.20
$β$	0.8955	259.93
$γ$	0.0778	23.79
$λ_{1}$	0.0126	6.69
$λ_{2}$	0.0244	5.35
$λ_{3}$	0.9703	180.38

Estimation Period:
Jan 2, 1990 to Dec 5, 2025

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