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

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V-Lab

Exxon Mobil Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 5th, 2025:15.90% (-0.48%)

Analysis last updated: Tuesday, November 4, 2025 at 11:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0937	8.61
$α$	0.0701	8.43
$β$	0.9033	89.45
$γ_{1}$	0.0524	3.53
$γ_{2}$	-0.0855	-3.62
$γ_{3}$	0.0503	3.07
$γ_{4}$	-0.0382	-2.79
$γ_{5}$	0.0699	4.08
$γ_{6}$	-0.1299	-4.26

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts