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

V-Lab

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V-Lab

Exxon Mobil Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, December 23rd, 2024:18.31% (-0.69%)

Analysis last updated: Saturday, December 21, 2024 at 12:23 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.4793	6.83
$α$	0.0647	38.18
$β$	0.9922	804.71
$ν$	9	5.40

Estimation Period:
Jan 2, 1990 to Dec 20, 2024