Sirius XM Holdings Inc GJR-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, June 15th, 2026
1 Day
31.58%
decreased by 1.21%
1 Week
32.05%
decreased by 0.74%
1 Month
33.87%
increased by 1.08%
Analysis last updated: Friday, June 12, 2026 at 11:29 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0595 | 15.39 | |
| 0.0761 | 17.01 | |
| 0.9121 | 416.31 | |
| 0.0236 | 3.40 |
Estimation Period:
Sep 13, 1994 to Jun 12, 2026
Sep 13, 1994 to Jun 12, 2026
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