SSE PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.91% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4993 | 2.44 | |
| 0.1231 | 7.11 | |
| 0.7788 | 28.32 | |
| -0.1850 | -1.68 | |
| 0.3239 | 2.24 | |
| -0.3060 | -5.08 | |
| 0.2813 | 5.94 | |
| -0.1603 | -3.71 | |
| 0.0673 | 1.56 | |
| -0.0293 | -0.58 | |
| 0.0416 | 0.86 | |
| -0.1016 | -2.12 | |
| 0.1592 | 1.91 |
Estimation Period:
Jun 17, 1991 to Feb 6, 2026
Jun 17, 1991 to Feb 6, 2026
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