Sirius XM Holdings Inc GJR-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, June 9th, 2026
1 Day
36.81%
decreased by 0.83%
1 Week
37.21%
decreased by 0.43%
1 Month
38.79%
increased by 1.15%
Analysis last updated: Monday, June 8, 2026 at 09:33 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0595 | 15.41 | |
| 0.0760 | 17.01 | |
| 0.9122 | 416.92 | |
| 0.0235 | 3.38 |
Estimation Period:
Sep 13, 1994 to Jun 5, 2026
Sep 13, 1994 to Jun 5, 2026
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