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 Monday, May 19th, 2025:24.13% (-1.04%)

Analysis last updated: Friday, May 16, 2025 at 11:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.5233	6.87
$α$	0.0648	38.87
$β$	0.9922	820.72
$ν$	8.4859	5.63

Estimation Period:
Jan 2, 1990 to May 16, 2025