Imperial Oil Ltd GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:34.34% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0215 | 18.97 | |
| 0.0625 | 30.03 | |
| 0.9312 | 485.27 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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