SP Group A/S EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:36.50% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0652 | 8.03 | |
| 0.1481 | 23.35 | |
| 0.9771 | 350.22 | |
| -0.0405 | -4.06 |
Estimation Period:
Jan 11, 1990 to Feb 6, 2026
Jan 11, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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