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 Friday, November 14th, 2025:17.60% (-0.49%)

Analysis last updated: Thursday, November 13, 2025 at 11:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0936	8.60
$α$	0.0700	8.43
$β$	0.9035	89.71
$γ_{1}$	0.0522	3.52
$γ_{2}$	-0.0852	-3.61
$γ_{3}$	0.0500	3.05
$γ_{4}$	-0.0377	-2.75
$γ_{5}$	0.0690	4.04
$γ_{6}$	-0.1283	-4.23

Estimation Period:
Jan 2, 1990 to Nov 7, 2025

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Volatility Forecasts