Sirius XM Holdings Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:40.03% (-1.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0581 | 15.26 | |
| 0.0747 | 16.64 | |
| 0.9134 | 418.21 | |
| 0.0239 | 3.46 |
Estimation Period:
Sep 13, 1994 to Feb 20, 2026
Sep 13, 1994 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equities