Sonos, Inc. GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:56.10% (-7.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4504 | 11.36 | |
| 0.2427 | 8.33 | |
| 0.6034 | 22.97 | |
| -0.0331 | -1.12 |
Estimation Period:
Aug 2, 2018 to Feb 6, 2026
Aug 2, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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