V-Lab
ExxonMobil Holdings Corp GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
24.17%
decreased by 0.84%
1 Week
24.19%
decreased by 0.82%
1 Month
24.25%
decreased by 0.76%
Analysis last updated: Friday, August 21, 2026 at 11:17 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Aug 21, 2026Model Insight
With persistence 0.993, volatility shocks have a half-life of 93 trading days (~0.4 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 8.58 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 2.5418 | 6.96*** |
α ARCH Response to squared shocks | 0.0631 | 39.56*** |
β GARCH Volatility persistence | 0.9926 | 867.62*** |
ν DF Student-t tail thickness | 8.5835 | 5.60*** |
Persistence:
0.993
Half-life:
93 days
Other ExxonMobil Holdings Corp Analyses
Other GAS-GARCH Student T Analyses on Equities