Liberty Media Corp-Liberty SiriusXM Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8335 | 2.52 | |
| 0.1093 | 3.75 | |
| 0.8052 | 20.11 | |
| 0.3058 | 0.24 | |
| -0.2897 | -0.15 | |
| -0.8903 | -0.55 | |
| 2.5275 | 1.64 | |
| -3.4438 | -3.06 | |
| 3.5360 | 3.36 | |
| -2.9735 | -2.85 | |
| 1.5660 | 2.38 |
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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