Shell PLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0303 | 14.53 | |
| 0.0406 | 19.24 | |
| 0.9207 | 442.84 | |
| 0.0542 | 9.13 |
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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