V-Lab
Shell PLC AGARCH Volatility Analysis
Volatility Prediction for Monday, January 31st, 2022:29.52% (-0.22%)
Analysis last updated: Saturday, January 29, 2022 at 06:08 AM UTC
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