V-Lab: Exxon Mobil Corp MF2-GARCH Volatility Analysis

V-Lab

Exxon Mobil Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, August 28th, 2025:4.00% (+0.44%)

Analysis last updated: Wednesday, August 27, 2025 at 10:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	1.0000	9,999,900.00
$β$	0.0000	100.00
$γ$	0.0000	0.00
$λ_{1}$	0.0000	10.00
$λ_{2}$	0.0001	590.00
$λ_{3}$	0.3514	3,514,430.00

Estimation Period:
Jan 2, 1990 to Aug 22, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts