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, August 1st, 2025:20.43% (-0.88%)

Analysis last updated: Thursday, July 31, 2025 at 09:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.5129	6.92
$α$	0.0646	38.77
$β$	0.9922	823.42
$ν$	8.5094	5.60

Estimation Period:
Jan 2, 1990 to Jul 25, 2025