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

V-Lab

Exxon Mobil Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:31.59% (-0.93%)

Analysis last updated: Friday, May 9, 2025 at 11:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0255	19.77
$α$	0.0415	18.42
$β$	0.9238	508.70
$γ$	0.0491	9.92

Estimation Period:
Jan 2, 1990 to May 9, 2025

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Volatility Forecasts