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V-Lab

Chevron Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

23.18%

decreased by 0.79%

1 Week

23.23%

decreased by 0.74%

1 Month

23.43%

decreased by 0.54%

Analysis last updated: Friday, July 24, 2026 at 10:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chevron Corp S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 2, 1990 to Jul 24, 2026

Model Insight

This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 41 trading days.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.9362
11.27***
α

ARCH

Response to squared shocks

0.0673
8.04***
β

GARCH

Volatility persistence

0.9160
102.49***
γi Spline Coefficients
K=1
γ10.0000
-0.24

Persistence:

0.983

Half-life:

41 days