Sonos, Inc. EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:57.80% (-4.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3045 | 5.87 | |
| 0.2531 | 15.83 | |
| 0.8831 | 41.40 | |
| 0.0323 | 1.80 |
Estimation Period:
Aug 2, 2018 to Feb 6, 2026
Aug 2, 2018 to Feb 6, 2026
News Impact Curve
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