Liberty Media Corp-Liberty SiriusXM GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1429 | 12.70 | |
| 0.0313 | 5.64 | |
| 0.8776 | 173.02 | |
| 0.0871 | 7.23 |
Estimation Period:
Apr 18, 2016 to Sep 6, 2024
Apr 18, 2016 to Sep 6, 2024
News Impact Curve
Volatility Forecasts
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