V-Lab: Exxon Mobil Corp AGARCH Volatility Analysis

V-Lab

Exxon Mobil Corp AGARCH Volatility Analysis

Volatility Prediction for Friday, July 11th, 2025:22.73% (-0.86%)

Analysis last updated: Thursday, July 10, 2025 at 09:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0198	13.74
$α$	0.0712	40.96
$β$	0.9165	495.13
$γ$	0.3911	17.59

Estimation Period:
Jan 2, 1990 to Jul 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts