SP Group A/S GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.81% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1722 | 16.75 | |
| 0.0813 | 28.49 | |
| 0.9025 | 249.16 |
Estimation Period:
Jan 11, 1990 to Feb 6, 2026
Jan 11, 1990 to Feb 6, 2026
News Impact Curve
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