V-Lab
ExxonMobil Holdings Corp MEM Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
26.12%
decreased by 1.94%
1 Week
26.06%
decreased by 2.00%
1 Month
25.86%
decreased by 2.20%
Analysis last updated: Friday, August 7, 2026 at 11:06 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Aug 7, 2026Model Insight
Volatility shocks decay with a half-life of 34 trading days, meaning a shock loses half its impact after approximately 34 days.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0488 | 9.93*** |
α ARCH Response to squared shocks | 0.1912 | 50.24*** |
β GARCH Volatility persistence | 0.7885 | 285.70*** |
Persistence:
0.980
Half-life:
34 days
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