Imperial Oil Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:36.77% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6760 | 6.49 | |
| 0.0648 | 7.46 | |
| 0.9231 | 105.23 | |
| -0.0034 | -1.93 | |
| 0.0077 | 2.46 |
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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