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SSE PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 27th, 2026:24.83% (-2.05%)
Analysis last updated: Friday, February 27, 2026 at 09:01 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SSE PLC S0GARCH
paramt-stat
ω0.55133.28
α0.12596.79
β0.775827.45
γ1-0.0942-1.28
γ20.16121.62
γ3-0.1774-4.19
γ40.21466.70
γ5-0.1729-5.48
γ60.11413.56
γ7-0.0526-1.57
γ8-0.0101-0.25
γ90.02440.78
Estimation Period:
Jun 17, 1991 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts