SP Group A/S GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:36.79% (-2.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 9.1180 | 6.98 | |
| 0.0786 | 40.63 | |
| 0.9794 | 370.16 | |
| 3.1456 | 30.12 |
Estimation Period:
Jan 11, 1990 to Feb 6, 2026
Jan 11, 1990 to Feb 6, 2026
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