Liberty Media Corp-Liberty SiriusXM EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2651 | 6.73 | |
| 0.1243 | 8.53 | |
| 0.8949 | 72.33 | |
| -0.0678 | -3.17 |
Estimation Period:
Apr 21, 2016 to Sep 6, 2024
Apr 21, 2016 to Sep 6, 2024
News Impact Curve
Volatility Forecasts
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