Sirius Media GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:249.86% (-19.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7644 | 11.24 | |
| 0.1460 | 21.27 | |
| 0.8090 | 99.73 |
Estimation Period:
Jul 4, 2011 to Feb 6, 2026
Jul 4, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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