Shell PLC AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0275 | 12.94 | |
| 0.0720 | 32.73 | |
| 0.9144 | 393.78 | |
| 0.3260 | 13.30 |
Estimation Period:
Jan 1, 1990 to Jan 28, 2022
Jan 1, 1990 to Jan 28, 2022
News Impact Curve
Volatility Forecasts
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