SSE PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:24.40% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5504 | 3.29 | |
| 0.1261 | 6.77 | |
| 0.7742 | 27.19 | |
| -0.0945 | -1.28 | |
| 0.1622 | 1.63 | |
| -0.1789 | -4.23 | |
| 0.2163 | 6.73 | |
| -0.1746 | -5.53 | |
| 0.1155 | 3.61 | |
| -0.0534 | -1.59 | |
| -0.0097 | -0.24 | |
| 0.0241 | 0.76 |
Estimation Period:
Jun 17, 1991 to Feb 13, 2026
Jun 17, 1991 to Feb 13, 2026
News Impact Curve
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