V-Lab: SSE PLC AGARCH Volatility Analysis

V-Lab

| |

V-Lab

SSE PLC AGARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:17.90% (-1.00%)

Analysis last updated: Saturday, April 27, 2024 at 08:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0881	23.51
$α$	0.1178	54.92
$β$	0.8337	314.27
$γ$	0.3745	14.97

Estimation Period:
Jun 17, 1991 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts