Sirius XM Holdings Inc 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
40.51%
decreased by 0.89%
1 Week
41.18%
decreased by 0.22%
1 Month
43.76%
increased by 2.36%
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 | |
|---|---|---|
| 0.1087 | 10.07 | |
| 0.2487 | 59.49 | |
| 0.7513 | 244.96 |
Estimation Period:
Sep 13, 1994 to Jun 12, 2026
Sep 13, 1994 to Jun 12, 2026
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