SSE PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.90% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0867 | 20.35 | |
| 0.0758 | 11.57 | |
| 0.8511 | 168.67 | |
| 0.0687 | 7.52 |
Estimation Period:
Jun 17, 1991 to Feb 6, 2026
Jun 17, 1991 to Feb 6, 2026
News Impact Curve
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