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V-Lab

Imperial Oil Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:37.53% (-0.65%)
Analysis last updated: Saturday, February 21, 2026 at 03:52 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Imperial Oil Ltd S0GARCH
paramt-stat
ω0.67736.01
α0.06517.26
β0.909278.19
γ1-0.0095-0.21
γ20.07071.04
γ3-0.1660-3.48
γ40.20714.77
γ5-0.1956-4.96
γ60.13983.38
γ7-0.0153-0.31
γ8-0.0686-1.28
γ90.04191.12
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts