SSE PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:25.15% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0870 | 20.39 | |
| 0.0767 | 11.73 | |
| 0.8507 | 169.05 | |
| 0.0677 | 7.42 |
Estimation Period:
Jun 17, 1991 to Feb 20, 2026
Jun 17, 1991 to Feb 20, 2026
News Impact Curve
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