V-Lab: Exxon Mobil Corp EGARCH Volatility Analysis

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V-Lab

Exxon Mobil Corp EGARCH Volatility Analysis

Volatility Prediction for Monday, March 24th, 2025:22.71% (-0.82%)

Analysis last updated: Friday, March 21, 2025 at 11:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0143	11.87
$α$	0.1495	39.43
$β$	0.9850	1,242.10
$γ$	-0.0468	-14.93

Estimation Period:
Jan 2, 1990 to Mar 21, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts