V-Lab: SSE PLC Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

SSE PLC Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:21.64% (-0.31%)

Analysis last updated: Saturday, May 11, 2024 at 01:05 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0479	22.55
$α$	0.1495	46.20
$β$	0.8301	284.58
$γ$	0.0918	14.71
$δ$	1.7912	31.66

Estimation Period:
Mar 29, 1993 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts