SSE PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:21.58% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5490 | 3.27 | |
| 0.1266 | 6.75 | |
| 0.7731 | 27.03 | |
| -0.0958 | -1.29 | |
| 0.1644 | 1.64 | |
| -0.1807 | -4.26 | |
| 0.2180 | 6.76 | |
| -0.1760 | -5.56 | |
| 0.1164 | 3.64 | |
| -0.0535 | -1.58 | |
| -0.0104 | -0.26 | |
| 0.0251 | 0.79 |
Estimation Period:
Jun 17, 1991 to Jan 30, 2026
Jun 17, 1991 to Jan 30, 2026
News Impact Curve
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