SP Group AS GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:42.70% (+7.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.7945 | 2.85 | |
| 0.1201 | 8.14 | |
| 0.9082 | 24.86 | |
| 2.8614 | 6.81 |
Estimation Period:
Jun 19, 2020 to Feb 13, 2026
Jun 19, 2020 to Feb 13, 2026
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