V-Lab: Chevron Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Chevron Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 23rd, 2024:24.41% (-0.35%)

Analysis last updated: Friday, December 20, 2024 at 11:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9558	10.82
$α$	0.0671	7.99
$β$	0.9172	103.36
$γ_{1}$	0.0000	0.06

Estimation Period:
Jan 2, 1990 to Dec 20, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts