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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0162	10.61***
α ARCH Response to squared shocks	0.0685	8.25***
β GARCH Volatility persistence	0.9141	102.48***

V-Lab

Chevron Corp Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Chevron Corp Analyses