Sirius XM Holdings Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:47.75% (-1.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0586 | 15.30 | |
| 0.0752 | 16.60 | |
| 0.9130 | 415.17 | |
| 0.0237 | 3.41 |
Estimation Period:
Sep 13, 1994 to Feb 6, 2026
Sep 13, 1994 to Feb 6, 2026
News Impact Curve
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