Imperial Oil Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:37.20% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0200 | 16.85 | |
| 0.0416 | 21.52 | |
| 0.9394 | 574.89 | |
| 0.0286 | 6.76 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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