Liberty Media Corp-Liberty SiriusXM EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0558 | 11.47 | |
| 0.1755 | 19.45 | |
| 0.9573 | 293.11 | |
| -0.0555 | -7.91 |
Estimation Period:
Apr 18, 2016 to Sep 6, 2024
Apr 18, 2016 to Sep 6, 2024
News Impact Curve
Volatility Forecasts
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