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, October 7th, 2024:26.82% (+0.54%)

Analysis last updated: Friday, October 4, 2024 at 11:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.5215	6.79
$α$	0.0651	38.56
$β$	0.9923	814.73
$ν$	9	5.39

Estimation Period:
Jan 2, 1990 to Oct 4, 2024