V-Lab
Imperial Oil Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:22.92% (-0.71%)
Analysis last updated: Wednesday, April 24, 2024 at 12:26 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8276 | 7.32 | |
| 0.0650 | 7.24 | |
| 0.9262 | 105.74 | |
| -0.0004 | -1.87 |
Estimation Period:
Jan 1, 1990 to Apr 19, 2024
Jan 1, 1990 to Apr 19, 2024
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