Imperial Oil Ltd EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:37.28% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0156 | 15.99 | |
| 0.1331 | 31.60 | |
| 0.9892 | 1,702.61 | |
| -0.0218 | -5.91 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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