Shell PLC APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0247 | 20.45 | |
| 0.0789 | 32.55 | |
| 0.9209 | 412.21 | |
| 0.2017 | 11.36 | |
| 1.4627 | 35.85 |
Estimation Period:
Jan 1, 1990 to Jan 28, 2022
Jan 1, 1990 to Jan 28, 2022
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Depositary Receipts