SSE PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:10.76% (-22.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 91 | ||
| 0.7488 | 7,487,510.00 | |
| 0.0012 | 12,490.00 | |
| 0.5000 | 5,000,000.00 | |
| 2.4653 | 24,653,010.00 | |
| 0.0000 | 100.00 | |
| 0.9983 | 9,983,380.00 |
Estimation Period:
Jun 17, 1991 to Jan 30, 2026
Jun 17, 1991 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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