V-Lab
Exxon Mobil Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 23rd, 2024:20.45% (-0.64%)
Analysis last updated: Saturday, December 21, 2024 at 12:22 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0254 | 19.79 | |
| 0.0415 | 18.40 | |
| 0.9238 | 514.10 | |
| 0.0488 | 9.92 |
Estimation Period:
Jan 2, 1990 to Dec 20, 2024
Jan 2, 1990 to Dec 20, 2024
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