SP Group A/S AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.88% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0922 | 8.23 | |
| 0.0539 | 12.58 | |
| 0.9358 | 180.87 | |
| 0.1120 | 0.82 |
Estimation Period:
Jan 11, 1990 to Feb 6, 2026
Jan 11, 1990 to Feb 6, 2026
News Impact Curve
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