SSE PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.88% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0350 | 19.21 | |
| 0.1911 | 26.57 | |
| 0.9605 | 483.37 | |
| -0.0446 | -7.51 |
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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