V-Lab: Exxon Mobil Corp GARCH Volatility Analysis

V-Lab

Exxon Mobil Corp GARCH Volatility Analysis

Volatility Prediction for Monday, September 22nd, 2025:19.57% (-0.20%)

Analysis last updated: Friday, September 19, 2025 at 11:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0240	20.67
$α$	0.0674	38.45
$β$	0.9225	501.35

Estimation Period:
Jan 2, 1990 to Sep 19, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts