Exxon Mobil Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 29th, 2026:22.15% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0261 | 20.39 | |
| 0.0425 | 18.97 | |
| 0.9232 | 516.90 | |
| 0.0475 | 9.60 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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