Phoenix Group PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:29.79% (+3.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 9.1254 | 6.31 | |
| 0.2334 | 10.66 | |
| 0.8377 | 36.07 | |
| 3.7541 | 7.13 |
Estimation Period:
Dec 5, 2023 to Feb 13, 2026
Dec 5, 2023 to Feb 13, 2026
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