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

V-Lab

Exxon Mobil Corp Asy. MEM Volatility Analysis

Volatility Prediction for Wednesday, July 2nd, 2025:23.58% (-0.16%)

Analysis last updated: Tuesday, July 1, 2025 at 09:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0499	29.85
$α$	0.1511	43.71
$β$	0.7945	299.71
$γ$	0.0658	10.40

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts