Shell PLC AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0164 | -2.70 | |
| 0.0415 | 7.16 | |
| 0.9433 | 100.05 | |
| 1.3258 | 15.65 |
Estimation Period:
Jul 20, 2005 to Jan 28, 2022
Jul 20, 2005 to Jan 28, 2022
News Impact Curve
Volatility Forecasts
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