Exxon Mobil Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, October 31st, 2025:18.66% (+0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0259 | 20.23 | |
| 0.0421 | 18.82 | |
| 0.9235 | 516.49 | |
| 0.0476 | 9.65 |
Estimation Period:
Jan 2, 1990 to Oct 24, 2025
Jan 2, 1990 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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