Shell PLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0281 | 17.81 | |
| 0.0517 | 17.30 | |
| 0.9176 | 412.05 | |
| 0.0401 | 6.09 |
Estimation Period:
Jan 1, 1990 to Jan 28, 2022
Jan 1, 1990 to Jan 28, 2022
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Depositary Receipts