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, July 14th, 2025:23.30% (-0.76%)

Analysis last updated: Friday, July 11, 2025 at 11:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0201	8.90
$α$	0.0679	9.57
$β$	0.9222	123.76
$γ_{1}$	0.0001	0.30

Estimation Period:
Jan 2, 1990 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts