Shell Plc MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:26.54% (+0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0372 | 5.06 | |
| 0.5807 | 17.77 | |
| 0.1657 | 11.20 | |
| 0.1014 | 1.03 | |
| 0.1718 | 1.11 | |
| 0.7908 | 4.34 |
Estimation Period:
Jan 10, 2013 to Feb 6, 2026
Jan 10, 2013 to Feb 6, 2026
News Impact Curve
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