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

V-Lab

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V-Lab

Exxon Mobil Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:21.69% (+6.82%)

Analysis last updated: Friday, April 26, 2024 at 10:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.0363	13.47
$β$	0.8311	92.63
$γ$	0.0908	18.27
$λ_{1}$	0.0181	4.05
$λ_{2}$	0.0555	3.73
$λ_{3}$	0.9362	56.31

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

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Volatility Forecasts