V-Lab: Sony Group Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Sony Group Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:25.45% (+0.81%)

Analysis last updated: Sunday, April 21, 2024 at 01:15 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8722	9.28
$α$	0.0843	10.73
$β$	0.8948	95.49
$γ_{1}$	-0.0004	-2.19

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts