declare @s table( id int primary key)

insert @s
select 1 union all select 2 union all select 3 union all select 4 union all select 5;


with t as ( select * from [dbo].[student_groups] )
   , x as ( select * from @s )
   , g as ( select distinct t.group_id from t inner join x on t.student_id = x.id )
  select * from g
    where not exists ( select * from x left outer join ( select * from t where t.group_id = g.group_id ) as t on t.student_id = x.id where t.student_id is null )