Shell PLC EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0144 | 8.81 | |
| 0.1364 | 36.78 | |
| 0.9869 | 1,191.92 | |
| -0.0430 | -12.20 |
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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