V-Lab: Shell PLC GAS-GARCH Student T Volatility Analysis

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V-Lab

Shell PLC GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, January 31st, 2022:52.66% (-4.93%)

Analysis last updated: Saturday, January 29, 2022 at 06:10 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0024	5.32
$α$	0.1558	190.74
$β$	0.9990	5149.48
$ν$	3	515.94

Estimation Period:
Jul 20, 2005 to Jan 28, 2022