Imperial Oil Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.83% (+1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0156 | 15.90 | |
| 0.1328 | 31.54 | |
| 0.9892 | 1,702.60 | |
| -0.0220 | -5.96 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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