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, July 14th, 2025:24.20% (-1.00%)

Analysis last updated: Friday, July 11, 2025 at 11:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.5219	6.94
$α$	0.0647	38.83
$β$	0.9922	827.56
$ν$	8.5318	5.60

Estimation Period:
Jan 2, 1990 to Jul 11, 2025