Sirius XM Holdings Inc Asy. MEM Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, June 9th, 2026
1 Day
34.49%
decreased by 3.48%
1 Week
35.28%
decreased by 2.69%
1 Month
38.29%
increased by 0.32%
Analysis last updated: Monday, June 8, 2026 at 09:33 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1097 | 25.36 | |
| 0.2399 | 39.38 | |
| 0.7504 | 242.22 | |
| 0.0194 | 2.23 |
Estimation Period:
Sep 13, 1994 to Jun 5, 2026
Sep 13, 1994 to Jun 5, 2026
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