SP Group AS EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.33% (+0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8448 | 2.54 | |
| 0.1518 | 5.58 | |
| 0.5139 | 2.69 | |
| 0.0199 | 0.85 |
Estimation Period:
Jun 19, 2020 to Feb 6, 2026
Jun 19, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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