Sony Group Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:36.59% (-2.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0525 | 19.99 | |
| 0.8361 | 146.70 | |
| 0.0542 | 14.42 | |
| 1.0925 | 0.88 | |
| 0.7718 | 0.90 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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