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

V-Lab

Exxon Mobil Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, August 6th, 2025:22.95% (-0.78%)

Analysis last updated: Tuesday, August 5, 2025 at 10:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0259	20.15
$α$	0.0420	18.74
$β$	0.9233	514.07
$γ$	0.0484	9.76

Estimation Period:
Jan 2, 1990 to Aug 1, 2025

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Volatility Forecasts

Volatility Forecasts