V-Lab: SSE PLC GAS-GARCH Student T Volatility Analysis

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V-Lab

SSE PLC GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:19.89% (-0.82%)

Analysis last updated: Saturday, May 11, 2024 at 01:06 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.1028	5.74
$α$	0.0744	32.01
$β$	0.9846	331.83
$ν$	5	9.27

Estimation Period:
Jun 17, 1991 to May 3, 2024