Sirius XM Holdings Inc Asy. MEM Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, June 15th, 2026
1 Day
40.55%
decreased by 0.71%
1 Week
41.23%
decreased by 0.03%
1 Month
43.83%
increased by 2.57%
Analysis last updated: Friday, June 12, 2026 at 11:30 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1096 | 25.36 | |
| 0.2398 | 39.40 | |
| 0.7505 | 242.49 | |
| 0.0194 | 2.24 |
Estimation Period:
Sep 13, 1994 to Jun 12, 2026
Sep 13, 1994 to Jun 12, 2026
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