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

V-Lab

Chevron Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, September 16th, 2025:19.87% (-0.62%)

Analysis last updated: Monday, September 15, 2025 at 09:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9432	11.11
$α$	0.0680	7.99
$β$	0.9154	101.46
$γ_{1}$	-0.0000	-0.12

Estimation Period:
Jan 2, 1990 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts