Liberty Media Corp-Liberty SiriusXM Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5527 | 3.90 | |
| 0.0242 | 1.29 | |
| 0.7751 | 3.18 | |
| -14.3957 | -5.13 | |
| 24.5922 | 6.12 | |
| -17.9604 | -5.87 | |
| 11.8487 | 3.31 | |
| -7.2759 | -1.96 | |
| 7.4677 | 2.09 | |
| -7.2295 | -2.00 | |
| 3.6986 | 0.89 | |
| -0.6732 | -0.17 |
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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