SSE PLC EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:19.81% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0351 | 19.22 | |
| 0.1915 | 26.56 | |
| 0.9603 | 481.86 | |
| -0.0446 | -7.51 |
Estimation Period:
Jun 17, 1991 to Jan 30, 2026
Jun 17, 1991 to Jan 30, 2026
News Impact Curve
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