Exxon Mobil Corp EGARCH Volatility Analysis
Volatility prediction for Tuesday, May 12th, 2026
1 Day
31.79%
increased by 1.05%
1 Week
31.60%
increased by 0.86%
1 Month
30.91%
increased by 0.17%
Analysis last updated: Tuesday, May 12, 2026 at 06:28 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0147 | 12.85 | |
| 0.1512 | 39.97 | |
| 0.9849 | 1,262.72 | |
| -0.0436 | -13.88 |
Estimation Period:
Jan 2, 1990 to May 8, 2026
Jan 2, 1990 to May 8, 2026
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