Exxon Mobil Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 21st, 2025:18.60% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0259 | 20.22 | |
| 0.0420 | 18.80 | |
| 0.9236 | 517.13 | |
| 0.0476 | 9.65 |
Estimation Period:
Jan 2, 1990 to Nov 14, 2025
Jan 2, 1990 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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