SSE PLC GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:25.59% (+1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0844 | 19.42 | |
| 0.1081 | 28.48 | |
| 0.8520 | 178.55 |
Estimation Period:
Jun 17, 1991 to Feb 13, 2026
Jun 17, 1991 to Feb 13, 2026
News Impact Curve
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