Sonic Automotive Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:36.39% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0137 | 3.71 | |
| 0.9668 | 241.11 | |
| 0.0317 | 16.95 | |
| 7.4479 | 0.15 | |
| 0.2479 | 0.15 | |
| 0.0000 | 0.00 |
Estimation Period:
Nov 11, 1997 to Feb 13, 2026
Nov 11, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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