ExxonMobil Holdings Corp GJR-GARCH Volatility Analysis
Volatility prediction for Monday, July 6th, 2026
1 Day
25.52%
decreased by 0.82%
1 Week
25.51%
decreased by 0.83%
1 Month
25.47%
decreased by 0.87%
Analysis last updated: Thursday, July 2, 2026 at 11:00 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0255 | 20.58 | |
| 0.0440 | 19.51 | |
| 0.9239 | 525.22 | |
| 0.0439 | 8.98 |
Estimation Period:
Jan 2, 1990 to Jul 2, 2026
Jan 2, 1990 to Jul 2, 2026
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