V-Lab: Exxon Mobil Corp EGARCH Volatility Analysis

V-Lab

Exxon Mobil Corp EGARCH Volatility Analysis

Volatility Prediction for Monday, July 14th, 2025:22.88% (-1.03%)

Analysis last updated: Friday, July 11, 2025 at 11:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0148	12.09
$α$	0.1512	39.18
$β$	0.9846	1,221.64
$γ$	-0.0469	-14.70

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts