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

V-Lab

Exxon Mobil Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, August 1st, 2025:3.69% (-10.15%)

Analysis last updated: Thursday, July 31, 2025 at 09:48 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
$λ_{1}$	0.0006	6,140.00
$λ_{2}$	0.0000	110.00
$λ_{3}$	0.3568	3,567,980.00

Estimation Period:
Jan 2, 1990 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts