Sonic Automotive Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:38.62% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1554 | 5.61 | |
| 0.0768 | 6.13 | |
| 0.8760 | 47.39 | |
| -0.0050 | -0.09 | |
| -0.0666 | -0.84 | |
| 0.2380 | 4.69 | |
| -0.3451 | -7.10 | |
| 0.3064 | 5.83 | |
| -0.1572 | -2.96 | |
| 0.0068 | 0.12 | |
| 0.0343 | 0.33 |
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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