Exxon Mobil Corp GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
31.86%
decreased by 1.16%
1 Week
31.74%
decreased by 1.28%
1 Month
31.29%
decreased by 1.73%
Analysis last updated: Friday, May 22, 2026 at 11:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0253 | 20.44 | |
| 0.0437 | 19.43 | |
| 0.9239 | 526.16 | |
| 0.0445 | 9.09 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
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