Sirius Media EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:120.46% (+7.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4298 | 9.11 | |
| 0.2625 | 22.55 | |
| 0.8824 | 62.76 | |
| -0.0119 | -0.99 |
Estimation Period:
Jul 4, 2011 to Feb 13, 2026
Jul 4, 2011 to Feb 13, 2026
News Impact Curve
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