Shell PLC EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0153 | 10.00 | |
| 0.1483 | 33.63 | |
| 0.9866 | 1,237.85 | |
| -0.0351 | -9.06 |
Estimation Period:
Jan 1, 1990 to Jan 28, 2022
Jan 1, 1990 to Jan 28, 2022
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Depositary Receipts