V-Lab
Shell PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 31st, 2022:35.24% (-1.01%)
Analysis last updated: Saturday, January 29, 2022 at 06:13 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8404 | 8.15 | |
| 0.0715 | 7.65 | |
| 0.9173 | 95.72 | |
| -0.0003 | -1.49 |
Estimation Period:
Jan 1, 1990 to Jan 28, 2022
Jan 1, 1990 to Jan 28, 2022