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

V-Lab

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V-Lab

Exxon Mobil Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, January 14th, 2025:19.60% (+1.29%)

Analysis last updated: Monday, January 13, 2025 at 10:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0253	19.81
$α$	0.0416	18.45
$β$	0.9238	513.80
$γ$	0.0485	9.84

Estimation Period:
Jan 2, 1990 to Jan 10, 2025

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