V-Lab: Exxon Mobil Corp Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

Exxon Mobil Corp Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:20.80% (+0.09%)

Analysis last updated: Thursday, April 25, 2024 at 10:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0406	28.17
$α$	0.1982	73.29
$β$	0.7869	268.49
$γ$	0.1024	21.26
$δ$	0.9802	22.95

Estimation Period:
Jan 2, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts