SSE PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:27.27% (+1.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.1000 | 13.22 | |
| 0.7070 | 54.77 | |
| 0.0590 | 6.74 | |
| 0.0178 | 3.64 | |
| 0.0299 | 4.00 | |
| 0.9614 | 101.89 |
Estimation Period:
Jun 17, 1991 to Feb 13, 2026
Jun 17, 1991 to Feb 13, 2026
News Impact Curve
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