Exxon Mobil Corp MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, June 9th, 2026
1 Day
9.92%
decreased by 1.60%
1 Week
22,510,824.60%
increased by 22,510,813.08%
1 Month
7,266,434,338,793,683,000,000,000,000,000,000.00%
increased by 7,266,434,338,793,683,000,000,000,000,000,000.00%
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 | |
|---|---|---|
| 56 | ||
| 0.0000 | 0.38 | |
| 0.7500 | 491.15 | |
| 0.5000 | 193.42 | |
| 0.0000 | 0.08 | |
| 0.0000 | 0.24 | |
| 0.0000 | 0.42 |
Estimation Period:
Dec 19, 2025 to Jun 5, 2026
Dec 19, 2025 to Jun 5, 2026
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