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

V-Lab

Exxon Mobil Corp Asy. MEM Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:22.37% (-1.67%)

Analysis last updated: Friday, May 9, 2025 at 11:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0500	29.74
$α$	0.1506	43.57
$β$	0.7941	297.97
$γ$	0.0675	10.60

Estimation Period:
Jan 2, 1990 to May 9, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts