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Liberty Media Corp-Liberty SiriusXM Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, September 9, 2024 at 09:40 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Liberty Media Corp-Liberty SiriusXM S0GARCH
paramt-stat
ω0.55273.90
α0.02421.29
β0.77513.18
γ1-14.3957-5.13
γ224.59226.12
γ3-17.9604-5.87
γ411.84873.31
γ5-7.2759-1.96
γ67.46772.09
γ7-7.2295-2.00
γ83.69860.89
γ9-0.6732-0.17
Estimation Period:
Apr 21, 2016 to Sep 6, 2024
Impact of return on volatility tomorrow
Volatility Forecasts