Shell Plc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:26.11% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0444 | 12.82 | |
| 0.0416 | 11.32 | |
| 0.9083 | 240.86 | |
| 0.0648 | 6.34 |
Estimation Period:
Jan 10, 2013 to Feb 13, 2026
Jan 10, 2013 to Feb 13, 2026
News Impact Curve
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