SSE PLC GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.41% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0843 | 19.41 | |
| 0.1080 | 28.40 | |
| 0.8521 | 178.34 |
Estimation Period:
Jun 17, 1991 to Feb 6, 2026
Jun 17, 1991 to Feb 6, 2026
News Impact Curve
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