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

V-Lab

Chevron Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:23.96% (-0.57%)

Analysis last updated: Saturday, May 31, 2025 at 03:28 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9442	11.02
$α$	0.0684	7.99
$β$	0.9150	100.55
$γ_{1}$	-0.0000	-0.12

Estimation Period:
Jan 2, 1990 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts