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

V-Lab

Exxon Mobil Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:25.24% (-0.75%)

Analysis last updated: Friday, June 27, 2025 at 11:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0260	20.17
$α$	0.0422	18.75
$β$	0.9230	513.08
$γ$	0.0487	9.80

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

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