V-Lab
V-Lab
SSE PLC AGARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:16.81% (-0.86%)

Analysis last updated: Friday, May 3, 2024 at 03:41 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SSE PLC AGARCH
paramt-stat
ω0.088123.51
α0.117854.92
β0.8337314.27
γ0.374514.97
Estimation Period:
Jun 17, 1991 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts