Imperial Oil Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:37.17% (+1.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0156 | 12.17 | |
| 0.1230 | 32.77 | |
| 0.9898 | 1,588.72 | |
| -0.0322 | -9.81 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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