Sony Group Corporation GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.22% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1997 | 20.10 | |
| 0.0576 | 19.21 | |
| 0.8779 | 245.30 | |
| 0.0467 | 7.00 |
Estimation Period:
Jan 1, 1998 to Feb 6, 2026
Jan 1, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Sony Group Corporation Analyses
Other GJR-GARCH Analyses on Depositary Receipts