Sirius XM Holdings Inc GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, June 17th, 2026
1 Day
30.31%
decreased by 0.36%
1 Week
30.82%
increased by 0.15%
1 Month
32.76%
increased by 2.09%
Analysis last updated: Tuesday, June 16, 2026 at 09:58 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0612 | 14.92 | |
| 0.0901 | 33.03 | |
| 0.9099 | 427.81 |
Estimation Period:
Sep 13, 1994 to Jun 12, 2026
Sep 13, 1994 to Jun 12, 2026
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