Sonic Automotive Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:35.58% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.7479 | 4.16 | |
| 0.0563 | 51.14 | |
| 0.9949 | 875.84 | |
| 4.7164 | 15.37 |
Estimation Period:
Nov 11, 1997 to Feb 13, 2026
Nov 11, 1997 to Feb 13, 2026
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