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

V-Lab

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V-Lab

Chevron Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, March 11th, 2025:23.48% (-0.58%)

Analysis last updated: Tuesday, March 11, 2025 at 02:28 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9512	10.87
$α$	0.0661	7.94
$β$	0.9182	104.14
$γ_{1}$	0.0000	0.00

Estimation Period:
Jan 2, 1990 to Mar 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts