V-Lab: Exxon Mobil Corp GJR-GARCH Volatility Analysis

V-Lab

Exxon Mobil Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, May 9th, 2025:32.55% (-0.89%)

Analysis last updated: Thursday, May 8, 2025 at 10:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0254	19.72
$α$	0.0414	18.36
$β$	0.9239	509.62
$γ$	0.0492	9.93

Estimation Period:
Jan 2, 1990 to May 2, 2025

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Volatility Forecasts