V-Lab
V-Lab
SSE PLC AGARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:22.40% (-1.56%)

Analysis last updated: Saturday, April 20, 2024 at 09:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SSE PLC AGARCH
paramt-stat
ω0.087823.49
α0.117754.93
β0.8341315.37
γ0.374114.96
Estimation Period:
Jun 17, 1991 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts