V-Lab: Exxon Mobil Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Exxon Mobil Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:21.77% (-0.57%)

Analysis last updated: Friday, May 30, 2025 at 09:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0202	8.93
$α$	0.0682	9.54
$β$	0.9218	122.40
$γ_{1}$	0.0001	0.32

Estimation Period:
Jan 2, 1990 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts