Shell PLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0881 | 5.92 | |
| 0.0000 | 0.00 | |
| 0.9313 | 89.79 | |
| 0.0858 | 4.80 |
Estimation Period:
Jul 20, 2005 to Jan 28, 2022
Jul 20, 2005 to Jan 28, 2022
News Impact Curve
Volatility Forecasts
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