V-Lab
Shell PLC APARCH Volatility Analysis
Volatility Prediction for Monday, January 31st, 2022:27.07% (-0.20%)
Analysis last updated: Saturday, January 29, 2022 at 06:08 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1153 | 3.98 | |
| 0.0072 | 0.00 | |
| 0.9329 | 168.76 | |
| 1.0000 | 0.00 | |
| 3.0000 | 4.34 |
Estimation Period:
Jul 20, 2005 to Jan 28, 2022
Jul 20, 2005 to Jan 28, 2022