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 Wednesday, February 5th, 2025:23.38% (+0.89%)

Analysis last updated: Tuesday, February 4, 2025 at 10:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0254	19.79
$α$	0.0414	18.39
$β$	0.9239	514.69
$γ$	0.0489	9.93

Estimation Period:
Jan 2, 1990 to Jan 31, 2025

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