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

V-Lab

Chevron Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, July 11th, 2025:23.99% (-0.66%)

Analysis last updated: Thursday, July 10, 2025 at 09:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9443	11.07
$α$	0.0686	8.02
$β$	0.9147	101.01
$γ_{1}$	-0.0000	-0.11

Estimation Period:
Jan 2, 1990 to Jul 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts