Shell PLC AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0270 | 16.60 | |
| 0.0759 | 31.50 | |
| 0.9129 | 385.67 | |
| 0.2310 | 8.20 |
Estimation Period:
Jan 1, 1990 to Jan 28, 2022
Jan 1, 1990 to Jan 28, 2022
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Depositary Receipts