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V-Lab

SSE PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.91% (-0.09%)
Analysis last updated: Sunday, February 8, 2026 at 03:56 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SSE PLC SGARCH
paramt-stat
ω0.49932.44
α0.12317.11
β0.778828.32
γ1-0.1850-1.68
γ20.32392.24
γ3-0.3060-5.08
γ40.28135.94
γ5-0.1603-3.71
γ60.06731.56
γ7-0.0293-0.58
γ80.04160.86
γ9-0.1016-2.12
γ100.15921.91
Estimation Period:
Jun 17, 1991 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts