Sonic Automotive Inc EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:36.62% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0234 | 10.23 | |
| 0.1018 | 19.27 | |
| 0.9921 | 1,587.32 | |
| -0.0421 | -15.05 |
Estimation Period:
Nov 11, 1997 to Feb 6, 2026
Nov 11, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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