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V-Lab

Chevron Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Tuesday, July 21st, 2026

1 Day

25.87%

decreased by 0.42%

1 Week

25.84%

decreased by 0.45%

1 Month

25.73%

decreased by 0.56%

Analysis last updated: Monday, July 20, 2026 at 09:41 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 17, 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

0.9363
11.24***
α

ARCH

Response to squared shocks

0.0673
8.04***
β

GARCH

Volatility persistence

0.9161
102.67***
γi Spline Coefficients
K=1
γ10.0000
-0.26

Persistence:

0.983

Half-life:

41 days