Liberty Media Corp-Liberty SiriusXM GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1818 | 10.24 | |
| 0.0385 | 3.17 | |
| 0.7860 | 56.56 | |
| 0.0972 | 3.81 |
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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