V-Lab: Exxon Mobil Corp APARCH Volatility Analysis

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Exxon Mobil Corp APARCH Volatility Analysis

Volatility Prediction for Tuesday, October 28th, 2025:18.01% (-0.60%)

Analysis last updated: Monday, October 27, 2025 at 09:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0238	22.55
$α$	0.0764	38.52
$β$	0.9236	472.69
$γ$	0.2829	16.33
$δ$	1.3066	27.90

Estimation Period:
Jan 2, 1990 to Oct 24, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts