Shell PLC MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0601 | 19.99 | |
| 0.8337 | 109.62 | |
| 0.0611 | 11.82 | |
| 0.0252 | 4.81 | |
| 0.0855 | 4.51 | |
| 0.9045 | 43.12 |
Estimation Period:
Jan 1, 1990 to Jan 28, 2022
Jan 1, 1990 to Jan 28, 2022
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Depositary Receipts