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

V-Lab

Exxon Mobil Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, July 3rd, 2025:23.31% (+0.15%)

Analysis last updated: Wednesday, July 2, 2025 at 10:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0979	8.65
$α$	0.0707	8.44
$β$	0.9022	88.23
$γ_{1}$	0.0545	3.58
$γ_{2}$	-0.0891	-3.69
$γ_{3}$	0.0535	3.24
$γ_{4}$	-0.0431	-3.03
$γ_{5}$	0.0752	4.05
$γ_{6}$	-0.1257	-3.87

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts