Shell PLC GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0024 | 5.32 | |
| 0.1558 | 190.74 | |
| 0.9990 | 5,149.48 | |
| 2.8041 | 515.94 |
Estimation Period:
Jul 20, 2005 to Jan 28, 2022
Jul 20, 2005 to Jan 28, 2022
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