Sony Group Corporation GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:34.56% (+1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1310 | 18.16 | |
| 0.0387 | 15.14 | |
| 0.9149 | 336.35 | |
| 0.0419 | 7.87 |
Estimation Period:
Jan 4, 2000 to Feb 6, 2026
Jan 4, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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