V-Lab: Exxon Mobil Corp AGARCH Volatility Analysis

V-Lab

Exxon Mobil Corp AGARCH Volatility Analysis

Volatility Prediction for Friday, July 18th, 2025:21.22% (-0.56%)

Analysis last updated: Thursday, July 17, 2025 at 09:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0198	13.71
$α$	0.0712	40.96
$β$	0.9165	495.14
$γ$	0.3919	17.62

Estimation Period:
Jan 2, 1990 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts