Exxon Mobil Corp GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
29.12%
decreased by 1.04%
1 Week
29.04%
decreased by 1.12%
1 Month
28.76%
decreased by 1.40%
Analysis last updated: Saturday, June 13, 2026 at 12:33 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0254 | 20.47 | |
| 0.0437 | 19.43 | |
| 0.9240 | 526.17 | |
| 0.0444 | 9.08 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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