Shell PLC MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0329 | 9.08 | |
| 0.8402 | 92.85 | |
| 0.0758 | 13.48 | |
| 0.0515 | 2.30 | |
| 0.0889 | 2.21 | |
| 0.8921 | 19.70 |
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