V-Lab
Sony Group Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:25.80% (-0.77%)
Analysis last updated: Thursday, May 2, 2024 at 09:43 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8728 | 9.28 | |
| 0.0842 | 10.72 | |
| 0.8951 | 95.78 | |
| -0.0004 | -2.18 |
Estimation Period:
Jan 3, 1990 to Apr 26, 2024
Jan 3, 1990 to Apr 26, 2024
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