V-Lab
V-Lab
Sirius XM Holdings Inc AGARCH Volatility Analysis
Volatility Prediction for Tuesday, May 21st, 2024:41.73% (-2.09%)

Analysis last updated: Monday, May 20, 2024 at 09:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sirius XM Holdings Inc AGARCH
paramt-stat
ω0.05289.47
α0.112134.23
β0.8947379.76
γ0.35655.54
Estimation Period:
Sep 13, 1994 to May 17, 2024
Impact of return on volatility tomorrow
Volatility Forecasts