Exxon Mobil Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, March 20th, 2026:22.11% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0261 | 20.50 | |
| 0.0432 | 19.26 | |
| 0.9230 | 517.67 | |
| 0.0466 | 9.41 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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