Exxon Mobil Corp GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
29.31%
decreased by 0.09%
1 Week
29.48%
increased by 0.08%
1 Month
29.71%
increased by 0.31%
Analysis last updated: Tuesday, June 9, 2026 at 01:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6849 | 1.54 | |
| 0.0682 | 0.86 | |
| 0.7721 | 6.09 | |
| -0.0682 | -0.76 |
Estimation Period:
Dec 19, 2025 to Jun 5, 2026
Dec 19, 2025 to Jun 5, 2026
Other Exxon Mobil Corp Analyses
Other GJR-GARCH Analyses on Depositary Receipts