V-Lab: Exxon Mobil Corp GAS-GARCH Student T Volatility Analysis

V-Lab

Exxon Mobil Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 9th, 2025:28.74% (-0.33%)

Analysis last updated: Thursday, May 8, 2025 at 10:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.5436	6.79
$α$	0.0646	39.05
$β$	0.9924	826.30
$ν$	8.4925	5.63

Estimation Period:
Jan 2, 1990 to May 2, 2025