V-Lab: SSE PLC AGARCH Volatility Analysis

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V-Lab

SSE PLC AGARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:24.39% (-1.63%)

Analysis last updated: Friday, April 19, 2024 at 06:47 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0880	23.52
$α$	0.1180	54.91
$β$	0.8338	314.53
$γ$	0.3731	14.94

Estimation Period:
Jun 17, 1991 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts