Shell PLC EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0129 | 11.10 | |
| 0.1359 | 42.35 | |
| 0.9859 | 1,487.10 | |
| -0.0340 | -10.85 |
Estimation Period:
Jan 1, 1990 to Nov 19, 2021
Jan 1, 1990 to Nov 19, 2021
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities