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SSE PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:24.40% (-0.65%)
Analysis last updated: Tuesday, February 17, 2026 at 11:06 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SSE PLC S0GARCH
paramt-stat
ω0.55043.29
α0.12616.77
β0.774227.19
γ1-0.0945-1.28
γ20.16221.63
γ3-0.1789-4.23
γ40.21636.73
γ5-0.1746-5.53
γ60.11553.61
γ7-0.0534-1.59
γ8-0.0097-0.24
γ90.02410.76
Estimation Period:
Jun 17, 1991 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts