SSE PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:28.23% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4995 | 2.46 | |
| 0.1225 | 7.20 | |
| 0.7796 | 28.64 | |
| -0.1849 | -1.69 | |
| 0.3239 | 2.26 | |
| -0.3063 | -5.11 | |
| 0.2827 | 5.99 | |
| -0.1630 | -3.78 | |
| 0.0703 | 1.63 | |
| -0.0319 | -0.63 | |
| 0.0437 | 0.90 | |
| -0.1046 | -2.20 | |
| 0.1690 | 2.09 |
Estimation Period:
Jun 17, 1991 to Feb 20, 2026
Jun 17, 1991 to Feb 20, 2026
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