V-Lab
V-Lab
Exxon Mobil Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, August 1st, 2025:21.17% (-0.67%)
Analysis last updated: Thursday, July 31, 2025 at 09:47 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Exxon Mobil Corp GJR-GARCH
paramt-stat
ω0.025920.13
α0.042018.73
β0.9233514.38
γ0.04849.77
Estimation Period:
Jan 2, 1990 to Jul 25, 2025
Impact of return on volatility tomorrow
Volatility Forecasts