V-Lab: Exxon Mobil Corp APARCH Volatility Analysis

V-Lab

Exxon Mobil Corp APARCH Volatility Analysis

Volatility Prediction for Thursday, September 18th, 2025:18.57% (-0.61%)

Analysis last updated: Wednesday, September 17, 2025 at 10:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0239	22.60
$α$	0.0766	38.51
$β$	0.9234	471.14
$γ$	0.2842	16.38
$δ$	1.3035	27.84

Estimation Period:
Jan 2, 1990 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts