Liberty Media Corp-Liberty SiriusXM Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5409 | 3.79 | |
| 0.0280 | 1.47 | |
| 0.7833 | 3.87 | |
| -14.7619 | -5.16 | |
| 25.1568 | 6.09 | |
| -18.2347 | -5.74 | |
| 11.9420 | 3.26 | |
| -7.2445 | -1.91 | |
| 7.1620 | 1.96 | |
| -6.3412 | -1.64 | |
| 1.3683 | 0.26 | |
| 5.9971 | 0.75 |
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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