SP Group A/S GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:30.21% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1864 | 11.56 | |
| 0.0533 | 11.23 | |
| 0.8988 | 236.96 | |
| 0.0634 | 4.82 |
Estimation Period:
Jan 11, 1990 to Feb 6, 2026
Jan 11, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities