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V-Lab

SSE PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:28.23% (-0.14%)
Analysis last updated: Sunday, February 22, 2026 at 12:48 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SSE PLC SGARCH
paramt-stat
ω0.49952.46
α0.12257.20
β0.779628.64
γ1-0.1849-1.69
γ20.32392.26
γ3-0.3063-5.11
γ40.28275.99
γ5-0.1630-3.78
γ60.07031.63
γ7-0.0319-0.63
γ80.04370.90
γ9-0.1046-2.20
γ100.16902.09
Estimation Period:
Jun 17, 1991 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts