SSE PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 27th, 2026:24.83% (-2.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5513 | 3.28 | |
| 0.1259 | 6.79 | |
| 0.7758 | 27.45 | |
| -0.0942 | -1.28 | |
| 0.1612 | 1.62 | |
| -0.1774 | -4.19 | |
| 0.2146 | 6.70 | |
| -0.1729 | -5.48 | |
| 0.1141 | 3.56 | |
| -0.0526 | -1.57 | |
| -0.0101 | -0.25 | |
| 0.0244 | 0.78 |
Estimation Period:
Jun 17, 1991 to Feb 20, 2026
Jun 17, 1991 to Feb 20, 2026
News Impact Curve
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