SSE PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:21.47% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1013 | 5.84 | |
| 0.0739 | 31.35 | |
| 0.9838 | 321.51 | |
| 5.0513 | 9.07 |
Estimation Period:
Jun 17, 1991 to Jan 30, 2026
Jun 17, 1991 to Jan 30, 2026
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