V-Lab
SSE PLC EGARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:18.17% (-0.73%)
Analysis last updated: Friday, May 3, 2024 at 03:41 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0277 | 14.66 | |
| 0.1603 | 38.28 | |
| 0.9692 | 664.73 | |
| -0.0527 | -12.34 |
Estimation Period:
Jun 17, 1991 to Apr 26, 2024
Jun 17, 1991 to Apr 26, 2024