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

V-Lab

Exxon Mobil Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:23.17% (-0.56%)

Analysis last updated: Friday, May 30, 2025 at 09:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0263	20.18
$α$	0.0423	18.69
$β$	0.9225	505.50
$γ$	0.0491	9.85

Estimation Period:
Jan 2, 1990 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts