SSE PLC AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.85% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1178 | 26.90 | |
| 0.1402 | 39.31 | |
| 0.8022 | 212.32 | |
| 0.2826 | 11.57 |
Estimation Period:
Jun 17, 1991 to Feb 6, 2026
Jun 17, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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