Liberty Media Corp-Liberty SiriusXM GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1321 | 13.04 | |
| 0.0394 | 6.74 | |
| 0.8795 | 175.06 | |
| 0.0740 | 5.87 |
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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