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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.5481	6.97***
α ARCH Response to squared shocks	0.0634	39.53***
β GARCH Volatility persistence	0.9925	866.85***
ν DF Student-t tail thickness	8.5896	5.61***

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ExxonMobil Holdings Corp GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other ExxonMobil Holdings Corp Analyses