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

V-Lab

Chevron Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, August 1st, 2025:22.20% (-0.11%)

Analysis last updated: Thursday, July 31, 2025 at 09:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9430	11.06
$α$	0.0682	8.00
$β$	0.9153	101.39
$γ_{1}$	-0.0000	-0.13

Estimation Period:
Jan 2, 1990 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts