Shell PLC GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0312 | 17.98 | |
| 0.0597 | 26.91 | |
| 0.9298 | 435.90 |
Estimation Period:
Jan 1, 1990 to Jan 28, 2022
Jan 1, 1990 to Jan 28, 2022
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Depositary Receipts