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V-Lab

Imperial Oil Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:38.12% (-0.60%)
Analysis last updated: Friday, February 20, 2026 at 01:51 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Imperial Oil Ltd S0GARCH
paramt-stat
ω0.67876.07
α0.06527.25
β0.908577.15
γ1-0.0038-0.09
γ20.06060.91
γ3-0.1582-3.38
γ40.20114.70
γ5-0.1910-4.91
γ60.13693.36
γ7-0.0149-0.31
γ8-0.0681-1.29
γ90.04191.13
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts