V-Lab: Exxon Mobil Corp APARCH Volatility Analysis

V-Lab

Exxon Mobil Corp APARCH Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:25.66% (+0.62%)

Analysis last updated: Monday, June 30, 2025 at 09:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0240	22.63
$α$	0.0768	38.40
$β$	0.9232	468.37
$γ$	0.2868	16.49
$δ$	1.3046	27.94

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts