Sirius XM Holdings Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:46.75% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0584 | 15.29 | |
| 0.0750 | 16.64 | |
| 0.9131 | 417.14 | |
| 0.0238 | 3.43 |
Estimation Period:
Sep 13, 1994 to Feb 13, 2026
Sep 13, 1994 to Feb 13, 2026
News Impact Curve
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