SP Group AS GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:34.58% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9975 | 5.25 | |
| 0.0770 | 3.94 | |
| 0.5550 | 8.72 | |
| 0.0158 | 0.45 |
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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