V-Lab: Exxon Mobil Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Exxon Mobil Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:18.02% (+3.92%)

Analysis last updated: Friday, April 26, 2024 at 10:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0317	8.79
$α$	0.0679	9.43
$β$	0.9224	122.14
$γ_{1}$	0.0001	0.49

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

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Volatility Forecasts