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

V-Lab

Exxon Mobil Corp Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:22.18% (-2.08%)

Analysis last updated: Monday, June 30, 2025 at 09:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0434	28.87
$α$	0.2020	74.95
$β$	0.7819	267.41
$γ$	0.1049	22.30
$δ$	1.0138	23.01

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts