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Sony Financial Group Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, August 28, 2020 at 10:16 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sony Financial Group Inc S0GARCH
paramt-stat
ω0.96982.17
α0.198012.10
β0.785180.08
γ1-0.9308-1.66
γ21.17751.38
γ3-0.4971-0.87
γ40.68071.55
γ5-0.7695-2.00
γ6-0.3159-0.88
γ71.42205.94
Estimation Period:
Oct 11, 2007 to Aug 28, 2020
Impact of return on volatility tomorrow
Volatility Forecasts