Morgan Sindall Group PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:38.32% (+6.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.6538 | 3.47 | |
| 0.0836 | 6.37 | |
| 0.9256 | 41.34 | |
| 3.6240 | 3.29 |
Estimation Period:
Jan 29, 2021 to Feb 13, 2026
Jan 29, 2021 to Feb 13, 2026
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