Sony Group Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:37.79% (+2.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1273 | 20.64 | |
| 0.0631 | 21.12 | |
| 0.8898 | 372.94 | |
| 0.0487 | 6.92 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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