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 30th, 2025:24.73% (-0.79%)

Analysis last updated: Friday, June 27, 2025 at 11:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0206	8.89
$α$	0.0680	9.57
$β$	0.9222	123.73
$γ_{1}$	0.0001	0.30

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts