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SSE PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:21.58% (-1.13%)
Analysis last updated: Saturday, February 7, 2026 at 01:13 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SSE PLC S0GARCH
paramt-stat
ω0.54903.27
α0.12666.75
β0.773127.03
γ1-0.0958-1.29
γ20.16441.64
γ3-0.1807-4.26
γ40.21806.76
γ5-0.1760-5.56
γ60.11643.64
γ7-0.0535-1.58
γ8-0.0104-0.26
γ90.02510.79
Estimation Period:
Jun 17, 1991 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts