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

V-Lab

Exxon Mobil Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 21st, 2025:43.56% (-0.31%)

Analysis last updated: Thursday, April 17, 2025 at 11:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8012	6.40
$α$	0.0692	9.30
$β$	0.9176	115.86
$γ_{1}$	-0.0043	-2.28
$γ_{2}$	0.0095	2.84

Estimation Period:
Jan 2, 1990 to Apr 17, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts