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

V-Lab

Exxon Mobil Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, September 22nd, 2025:18.57% (-0.21%)

Analysis last updated: Friday, September 19, 2025 at 11:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0948	8.63
$α$	0.0702	8.43
$β$	0.9030	89.12
$γ_{1}$	0.0531	3.55
$γ_{2}$	-0.0867	-3.65
$γ_{3}$	0.0513	3.13
$γ_{4}$	-0.0398	-2.87
$γ_{5}$	0.0716	4.06
$γ_{6}$	-0.1281	-4.08

Estimation Period:
Jan 2, 1990 to Sep 19, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts