Exxon Mobil Corp MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, May 13th, 2026
1 Day
34.88%
decreased by 20.26%
1 Week
34.88%
decreased by 20.26%
1 Month
34.88%
decreased by 20.26%
Analysis last updated: Tuesday, May 12, 2026 at 09:54 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 0.0000 | 10.00 | |
| 0.0000 | 100.00 | |
| 0.0121 | 120,700.00 |
Estimation Period:
Jan 2, 1990 to May 8, 2026
Jan 2, 1990 to May 8, 2026
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