Shell Plc Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.44% (-1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7070 | 4.51 | |
| 0.0940 | 3.92 | |
| 0.8313 | 23.17 | |
| 0.5854 | 3.06 | |
| -1.1763 | -4.08 | |
| 0.9980 | 4.95 | |
| -0.4308 | -2.24 | |
| -0.1936 | -1.04 | |
| 0.2161 | 0.99 | |
| 0.2998 | 0.86 |
Estimation Period:
Jan 10, 2013 to Feb 6, 2026
Jan 10, 2013 to Feb 6, 2026
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