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 Tuesday, September 16th, 2025:18.35% (-0.77%)

Analysis last updated: Monday, September 15, 2025 at 09:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.4949	6.96
$α$	0.0645	38.70
$β$	0.9921	817.92
$ν$	8.5032	5.58

Estimation Period:
Jan 2, 1990 to Sep 12, 2025