Sonic Automotive Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:36.08% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0815 | 18.06 | |
| 0.0295 | 14.25 | |
| 0.9402 | 422.18 | |
| 0.0467 | 11.71 |
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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