SSE PLC EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:23.19% (+0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0350 | 19.29 | |
| 0.1913 | 26.68 | |
| 0.9605 | 483.63 | |
| -0.0441 | -7.46 |
Estimation Period:
Jun 17, 1991 to Feb 13, 2026
Jun 17, 1991 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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