V-Lab
ExxonMobil Holdings Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
23.96%
decreased by 0.34%
1 Week
23.97%
decreased by 0.33%
1 Month
24.01%
decreased by 0.29%
Analysis last updated: Friday, August 7, 2026 at 11:06 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Aug 7, 2026Model Insight
With persistence 0.990, volatility shocks have a half-life of 72 trading days (~0.3 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.0151 | 8.88*** |
α ARCH Response to squared shocks | 0.0668 | 9.71*** |
β GARCH Volatility persistence | 0.9236 | 127.41*** |
Spline Coefficients
K=1
| γ1 | 0.0000 | 0.20 |
Persistence:
0.990
Half-life:
72 days
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