SP Group A/S MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:30.24% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0737 | 15.73 | |
| 0.8986 | 203.17 | |
| 0.0305 | 5.33 | |
| 10.0000 | 0.23 | |
| 0.0000 | 0.00 | |
| 0.1649 | 0.05 |
Estimation Period:
Jan 11, 1990 to Feb 6, 2026
Jan 11, 1990 to Feb 6, 2026
News Impact Curve
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