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

V-Lab

Chevron Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:21.22% (-0.63%)

Analysis last updated: Friday, June 27, 2025 at 10:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9442	11.07
$α$	0.0686	8.02
$β$	0.9148	101.00
$γ_{1}$	-0.0000	-0.11

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts