Sorted Group Holdings PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:7.68% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 34.9468 | 27.00 | |
| 0.0993 | 719.91 | |
| 0.9990 | 24,975.00 | |
| 2.0000 | 20,000,010.00 |
Estimation Period:
Apr 22, 2008 to Feb 6, 2026
Apr 22, 2008 to Feb 6, 2026
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