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, August 12th, 2025:20.02% (-0.23%)

Analysis last updated: Monday, August 11, 2025 at 09:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.5053	6.95
$α$	0.0646	38.74
$β$	0.9922	822.71
$ν$	8.5191	5.59

Estimation Period:
Jan 2, 1990 to Aug 8, 2025