Imperial Oil Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:38.12% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6787 | 6.07 | |
| 0.0652 | 7.25 | |
| 0.9085 | 77.15 | |
| -0.0038 | -0.09 | |
| 0.0606 | 0.91 | |
| -0.1582 | -3.38 | |
| 0.2011 | 4.70 | |
| -0.1910 | -4.91 | |
| 0.1369 | 3.36 | |
| -0.0149 | -0.31 | |
| -0.0681 | -1.29 | |
| 0.0419 | 1.13 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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