Imperial Oil Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.78% (+1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0214 | 18.73 | |
| 0.0535 | 22.01 | |
| 0.9326 | 525.10 | |
| 0.0157 | 3.20 |
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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